+14.3%
PFE vs CFG
+168.6%
-154.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.7% | -0.9% | -2.8% | -3.6% |
| 30D | +5.0% | +1.1% | +3.9% | +4.8% |
| 3M | +12.2% | -12.0% | +24.2% | +14.0% |
| 6M | +14.6% | -2.2% | +16.8% | +14.5% |
| YTD | +24.1% | +11.4% | +12.7% | +21.5% |
| 1Y | +26.6% | +27.8% | -1.3% | +21.4% |
| 3Y | +14.3% | +173.3% | -159.0% | +6.0% |
| All | +14.3% | +168.6% | -154.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 3y: compounded portfolio wealth divided by compounded CFG 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…
3y analysis · Full analysis span regression · 6 months rolling