+28.4%
PFE vs CL
+28.1%
+0.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -0.7% | +2.6% | -3.3% | -1.5% |
| 30D | +5.3% | +11.8% | -6.4% | +2.1% |
| 3M | +10.1% | +5.9% | +4.2% | +8.2% |
| 6M | +18.0% | +13.3% | +4.7% | +13.9% |
| YTD | +25.8% | +27.1% | -1.3% | +18.2% |
| 1Y | +28.4% | +28.0% | +0.4% | +20.0% |
| All | +28.4% | +28.1% | +0.3% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling