-21.5%
PFE vs CL
+39.7%
-61.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.9% |
| 7D | -3.7% | +1.3% | -5.0% | -4.2% |
| 30D | +5.0% | +11.4% | -6.4% | +1.0% |
| 3M | +12.2% | +4.4% | +7.8% | +10.4% |
| 6M | +14.6% | +10.8% | +3.8% | +10.2% |
| YTD | +24.1% | +25.1% | -1.0% | +13.6% |
| 1Y | +26.6% | +28.0% | -1.4% | +14.8% |
| 3Y | +14.3% | +37.6% | -23.3% | -0.8% |
| All | -21.5% | +39.7% | -61.1% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling