-20.7%
PFE vs CL
+28.4%
-49.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.7% |
| 7D | +1.8% | -2.2% | +3.9% | +2.6% |
| 30D | +10.2% | -4.8% | +15.1% | +12.2% |
| 3M | +12.7% | +4.9% | +7.8% | +10.5% |
| 6M | +10.5% | -5.7% | +16.3% | +12.5% |
| YTD | +20.2% | +14.4% | +5.8% | +13.5% |
| 1Y | +24.1% | +8.7% | +15.3% | +19.4% |
| 3Y | -3.6% | +30.0% | -33.5% | -15.1% |
| All | -20.7% | +28.4% | -49.1% | -29.2% |
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