+1,843.4%
PFE vs CB
+7,167.0%
-5,323.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -0.2% | +2.6% | -2.8% | -0.8% |
| 30D | +8.7% | +11.2% | -2.5% | +5.9% |
| 3M | +15.8% | +5.7% | +10.0% | +14.1% |
| 6M | +16.8% | +15.9% | +0.9% | +12.5% |
| YTD | +26.2% | +20.2% | +6.0% | +20.3% |
| 1Y | +29.9% | +32.4% | -2.5% | +20.9% |
| 3Y | +15.9% | +75.5% | -59.6% | +0.2% |
| 5Y | -20.6% | +105.5% | -126.1% | -34.4% |
| 10Y | +65.4% | +258.5% | -193.2% | +16.6% |
| All | +1,843.4% | +7,167.0% | -5,323.5% | +754.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling