+35.2%
PFE vs CLF
+116.4%
-81.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -4.3% | -2.7% | -1.6% | -4.1% |
| 30D | +2.7% | -3.2% | +5.9% | +2.9% |
| 3M | +10.0% | -5.0% | +14.9% | +10.0% |
| 6M | +7.2% | +26.6% | -19.4% | +4.5% |
| YTD | +17.3% | -9.0% | +26.3% | +16.9% |
| 1Y | +20.3% | +11.8% | +8.5% | +16.9% |
| 3Y | -1.6% | -15.1% | +13.5% | -4.9% |
| 5Y | -21.4% | -48.2% | +26.8% | -22.5% |
| 10Y | +35.2% | +127.6% | -92.3% | +3.2% |
| All | +35.2% | +116.4% | -81.2% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling