+20.9%
PFE vs CLBK
+53.8%
-32.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.7% | +2.4% | -3.1% | -0.9% |
| 30D | +5.3% | +4.9% | +0.4% | +5.0% |
| 3M | +10.1% | +5.3% | +4.8% | +9.6% |
| 6M | +18.0% | +28.3% | -10.3% | +15.7% |
| YTD | +25.8% | +61.1% | -35.3% | +21.2% |
| 1Y | +28.4% | +62.4% | -33.9% | +23.7% |
| 3Y | +20.9% | +54.7% | -33.7% | +16.7% |
| All | +20.9% | +53.8% | -32.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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