-20.6%
PFE vs CF
+125.5%
-146.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.1% | -3.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +8.7% | +2.2% | +6.5% | +8.5% |
| 3M | +15.8% | +2.1% | +13.7% | +15.6% |
| 6M | +16.8% | -6.5% | +23.4% | +17.0% |
| YTD | +26.2% | +55.6% | -29.4% | +21.5% |
| 1Y | +29.9% | +42.3% | -12.4% | +25.8% |
| 3Y | +15.9% | +55.7% | -39.8% | +10.5% |
| 5Y | -20.6% | +122.4% | -143.0% | -17.2% |
| All | -20.6% | +125.5% | -146.1% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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