+204.8%
PFE vs CF
+4,965.4%
-4,760.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.2% |
| 7D | +4.6% | -6.9% | +11.4% | +5.5% |
| 30D | +12.3% | -3.7% | +16.1% | +12.8% |
| 3M | +21.2% | -5.0% | +26.1% | +21.7% |
| 6M | +21.1% | -10.5% | +31.6% | +22.2% |
| YTD | +30.0% | +46.5% | -16.5% | +21.6% |
| 1Y | +35.6% | +34.8% | +0.8% | +28.2% |
| 3Y | +19.5% | +46.7% | -27.2% | +10.2% |
| 5Y | -9.3% | +112.0% | -121.3% | -22.7% |
| 10Y | +70.4% | +529.7% | -459.3% | +17.4% |
| All | +204.8% | +4,965.4% | -4,760.6% | +51.8% |
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