+3,201.5%
PFE vs CDE
-89.8%
+3,291.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.2% |
| 7D | -2.7% | +2.3% | -4.9% | -2.7% |
| 30D | +3.8% | +18.8% | -15.0% | +3.3% |
| 3M | +10.4% | +23.5% | -13.1% | +9.5% |
| 6M | +6.3% | -8.6% | +14.9% | +6.2% |
| YTD | +17.4% | +16.0% | +1.4% | +16.3% |
| 1Y | +21.1% | +42.1% | -20.9% | +19.0% |
| 3Y | -1.6% | +835.9% | -837.5% | -9.6% |
| 5Y | -22.2% | +197.6% | -219.8% | -27.0% |
| 10Y | +32.9% | +39.6% | -6.7% | +23.1% |
| All | +3,201.5% | -89.8% | +3,291.3% | +2,864.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling