+3,449.8%
PFE vs CI
+8,153.0%
-4,703.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.7% |
| 7D | -0.2% | +1.0% | -1.3% | -0.5% |
| 30D | +8.7% | +9.9% | -1.2% | +6.4% |
| 3M | +15.8% | +12.1% | +3.7% | +12.8% |
| 6M | +16.8% | +10.6% | +6.2% | +13.9% |
| YTD | +26.2% | +11.4% | +14.8% | +22.4% |
| 1Y | +29.9% | +18.8% | +11.2% | +24.2% |
| 3Y | +15.9% | +2.9% | +13.1% | +11.8% |
| 5Y | -20.6% | +54.5% | -75.1% | -31.0% |
| 10Y | +65.4% | +175.7% | -110.4% | +21.7% |
| All | +3,449.8% | +8,153.0% | -4,703.1% | +885.4% |
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 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