+3,280.0%
PFE vs CI
+7,591.2%
-4,311.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | +1.8% | +1.3% | +0.4% | +1.4% |
| 30D | +10.2% | +4.4% | +5.8% | +9.1% |
| 3M | +12.7% | +0.7% | +12.0% | +12.3% |
| 6M | +10.5% | +0.3% | +10.2% | +10.0% |
| YTD | +20.2% | +3.8% | +16.3% | +18.5% |
| 1Y | +24.1% | -5.5% | +29.6% | +24.2% |
| 3Y | -3.6% | +8.1% | -11.7% | -8.2% |
| 5Y | -20.9% | +42.8% | -63.7% | -30.1% |
| 10Y | +35.8% | +143.9% | -108.0% | +2.7% |
| All | +3,280.0% | +7,591.2% | -4,311.3% | +853.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling