+60.6%
PFE vs CLF
+104.8%
-44.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | -3.7% | -19.6% | +15.9% | -2.2% |
| 30D | +5.0% | -5.0% | +9.9% | +5.0% |
| 3M | +12.2% | -6.3% | +18.5% | +12.2% |
| 6M | +14.6% | +2.8% | +11.8% | +13.2% |
| YTD | +24.1% | -13.7% | +37.8% | +23.6% |
| 1Y | +26.6% | +13.6% | +13.0% | +23.1% |
| 3Y | +14.3% | -34.0% | +48.3% | +12.6% |
| 5Y | -21.9% | -48.7% | +26.8% | -23.2% |
| All | +60.6% | +104.8% | -44.2% | +23.0% |
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