+3,391.6%
PFE vs CI
+7,937.0%
-4,545.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.1% |
| 7D | -3.7% | -1.6% | -2.1% | -3.4% |
| 30D | +5.0% | +5.4% | -0.5% | +3.7% |
| 3M | +12.2% | +7.3% | +4.9% | +10.3% |
| 6M | +14.6% | +5.3% | +9.3% | +12.9% |
| YTD | +24.1% | +8.5% | +15.6% | +21.1% |
| 1Y | +26.6% | +17.1% | +9.5% | +21.4% |
| 3Y | +14.3% | +1.4% | +12.9% | +10.6% |
| 5Y | -21.9% | +50.5% | -72.4% | -31.8% |
| 10Y | +62.6% | +168.5% | -105.9% | +20.4% |
| All | +3,391.6% | +7,937.0% | -4,545.3% | +875.1% |
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