-21.5%
PFE vs CI
+53.6%
-75.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | 0.0% |
| 7D | -0.7% | +2.6% | -3.3% | -1.1% |
| 30D | +5.3% | +7.3% | -2.0% | +4.1% |
| 3M | +10.1% | +9.5% | +0.6% | +8.5% |
| 6M | +18.0% | +6.4% | +11.6% | +16.6% |
| YTD | +25.8% | +12.0% | +13.8% | +23.0% |
| 1Y | +28.4% | +20.1% | +8.4% | +24.2% |
| 3Y | +20.9% | +9.6% | +11.3% | +17.5% |
| 5Y | -21.5% | +52.7% | -74.2% | -24.4% |
| All | -21.5% | +53.6% | -75.1% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling