+181.7%
PFE vs CF
+5,948.3%
-5,766.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | +1.8% | +6.0% | -4.3% | +1.0% |
| 30D | +10.2% | +14.8% | -4.6% | +8.1% |
| 3M | +12.7% | +14.1% | -1.4% | +10.5% |
| 6M | +10.5% | +28.5% | -18.0% | +5.7% |
| YTD | +20.2% | +74.9% | -54.8% | +10.0% |
| 1Y | +24.1% | +61.7% | -37.6% | +14.5% |
| 3Y | -3.6% | +80.3% | -83.9% | -13.4% |
| 5Y | -20.9% | +226.0% | -246.8% | -36.6% |
| 10Y | +35.8% | +569.9% | -534.0% | -7.1% |
| All | +181.7% | +5,948.3% | -5,766.6% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling