-0.7%
PFE vs CDE
+826.1%
-826.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | -4.3% | -2.0% | -2.3% | -4.2% |
| 30D | +2.7% | +15.7% | -13.0% | +2.4% |
| 3M | +10.0% | +30.5% | -20.5% | +9.3% |
| 6M | +7.2% | -7.4% | +14.6% | +7.0% |
| YTD | +17.3% | +17.9% | -0.6% | +16.6% |
| 1Y | +20.3% | +46.7% | -26.4% | +18.6% |
| All | -0.7% | +826.1% | -826.9% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling