+35.6%
PFE vs CI
+21.2%
+14.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.7% | +2.0% |
| 7D | +4.6% | +3.5% | +1.0% | +3.8% |
| 30D | +12.3% | +12.6% | -0.2% | +10.1% |
| 3M | +21.2% | +12.1% | +9.1% | +18.8% |
| 6M | +21.1% | +10.6% | +10.5% | +18.8% |
| YTD | +30.0% | +12.8% | +17.2% | +27.1% |
| 1Y | +35.6% | +18.0% | +17.6% | +30.2% |
| All | +35.6% | +21.2% | +14.4% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling