+3,280.0%
PFE vs CL
+4,870.0%
-1,590.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -0.7% |
| 7D | +1.8% | -2.2% | +3.9% | +2.7% |
| 30D | +10.2% | -4.8% | +15.1% | +12.4% |
| 3M | +12.7% | +4.9% | +7.8% | +10.2% |
| 6M | +10.5% | -5.7% | +16.3% | +12.6% |
| YTD | +20.2% | +14.4% | +5.8% | +13.0% |
| 1Y | +24.1% | +8.7% | +15.3% | +18.8% |
| 3Y | -3.6% | +30.0% | -33.5% | -15.0% |
| 5Y | -20.9% | +28.4% | -49.2% | -30.3% |
| 10Y | +35.8% | +50.1% | -14.2% | +9.4% |
| All | +3,280.0% | +4,870.0% | -1,590.0% | +460.4% |
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