+24.1%
PFE vs CDE
+54.5%
-30.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.2% |
| 7D | +1.8% | +0.5% | +1.2% | +1.7% |
| 30D | +10.2% | +21.9% | -11.6% | +9.7% |
| 3M | +12.7% | +14.9% | -2.3% | +12.1% |
| 6M | +10.5% | -10.5% | +21.0% | +10.2% |
| YTD | +20.2% | +19.3% | +0.9% | +20.0% |
| 1Y | +24.1% | +50.8% | -26.7% | +26.5% |
| All | +24.1% | +54.5% | -30.5% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling