+48.8%
PFE vs CLF
+74.2%
-25.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | -1.7% | +10.4% | -12.1% | -2.4% |
| 30D | +0.3% | +0.6% | -0.2% | 0.0% |
| 3M | +9.4% | +4.1% | +5.3% | +8.5% |
| 6M | +14.9% | +15.1% | -0.2% | +12.6% |
| YTD | +23.8% | -4.7% | +28.5% | +22.4% |
| 1Y | +19.5% | +20.4% | -0.8% | +16.0% |
| 3Y | +21.0% | -23.4% | +44.4% | +17.9% |
| 5Y | -23.9% | -43.3% | +19.4% | -25.6% |
| All | +48.8% | +74.2% | -25.4% | +24.3% |
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