-21.0%
PFE vs CDE
+193.0%
-214.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.7% | -0.4% |
| 7D | -4.0% | -6.1% | +2.0% | -3.8% |
| 30D | +3.9% | +9.5% | -5.6% | +3.5% |
| 3M | +9.9% | +32.0% | -22.1% | +8.7% |
| 6M | +5.3% | -12.8% | +18.1% | +5.3% |
| YTD | +16.8% | +14.2% | +2.6% | +15.5% |
| 1Y | +20.4% | +36.3% | -15.9% | +17.8% |
| 3Y | -2.1% | +821.4% | -823.5% | -13.4% |
| 5Y | -21.0% | +194.3% | -215.2% | -28.2% |
| All | -21.0% | +193.0% | -214.0% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling