+50.7%
PFE vs CI
+149.2%
-98.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -3.0% | -1.3% | -1.7% | -2.7% |
| 30D | +5.2% | +6.4% | -1.2% | +3.6% |
| 3M | +12.2% | +10.7% | +1.6% | +9.4% |
| 6M | +17.8% | +5.5% | +12.3% | +15.9% |
| YTD | +26.2% | +11.4% | +14.8% | +22.0% |
| 1Y | +23.2% | +15.0% | +8.1% | +18.2% |
| 3Y | +21.3% | +9.0% | +12.3% | +14.7% |
| 5Y | -23.1% | +52.0% | -75.1% | -35.0% |
| 10Y | +50.7% | +150.9% | -100.2% | +19.5% |
| All | +50.7% | +149.2% | -98.4% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling