-2.5%
PFE vs CL
+30.5%
-32.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.8% |
| 7D | +1.8% | -2.2% | +3.9% | +2.4% |
| 30D | +10.2% | -4.8% | +15.1% | +11.8% |
| 3M | +12.7% | +4.9% | +7.8% | +10.9% |
| 6M | +10.5% | -5.7% | +16.3% | +12.2% |
| YTD | +20.2% | +14.4% | +5.8% | +15.0% |
| 1Y | +24.1% | +8.7% | +15.3% | +20.6% |
| All | -2.5% | +30.5% | -32.9% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling