+48.8%
PFE vs CDE
+57.8%
-9.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -1.7% | -9.6% | +7.9% | -1.4% |
| 30D | +0.3% | -6.7% | +7.0% | +0.5% |
| 3M | +9.4% | -24.2% | +33.6% | +10.3% |
| 6M | +14.9% | -29.1% | +44.0% | +15.9% |
| YTD | +23.8% | -21.5% | +45.3% | +23.8% |
| 1Y | +19.5% | -7.4% | +26.9% | +18.7% |
| 3Y | +21.0% | +596.3% | -575.3% | +8.2% |
| 5Y | -23.9% | +95.7% | -119.6% | -29.4% |
| All | +48.8% | +57.8% | -9.0% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling