+3,449.8%
PFE vs CL
+5,456.9%
-2,007.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -0.2% | +5.9% | -6.2% | -2.5% |
| 30D | +8.7% | +13.8% | -5.1% | +3.1% |
| 3M | +15.8% | +6.4% | +9.4% | +12.8% |
| 6M | +16.8% | +15.6% | +1.2% | +9.7% |
| YTD | +26.2% | +27.9% | -1.7% | +13.3% |
| 1Y | +29.9% | +31.4% | -1.5% | +15.3% |
| 3Y | +15.9% | +41.4% | -25.5% | -1.2% |
| 5Y | -20.6% | +42.8% | -63.4% | -33.1% |
| 10Y | +65.4% | +79.7% | -14.3% | +23.8% |
| All | +3,449.8% | +5,456.9% | -2,007.0% | +462.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling