-23.8%
PFE vs CLBK
+27.8%
-51.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.7% | +0.9% | -2.6% | -1.8% |
| 30D | +0.3% | +3.4% | -3.1% | 0.0% |
| 3M | +9.4% | -4.3% | +13.6% | +9.8% |
| 6M | +14.9% | +28.4% | -13.5% | +11.6% |
| YTD | +23.8% | +59.4% | -35.6% | +17.3% |
| 1Y | +19.5% | +64.8% | -45.3% | +12.9% |
| 3Y | +21.0% | +50.6% | -29.6% | +13.7% |
| All | -23.8% | +27.8% | -51.5% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling