-23.1%
PFE vs CLF
-41.3%
+18.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.2% |
| 7D | -3.0% | +2.3% | -5.3% | -3.1% |
| 30D | +5.2% | +1.9% | +3.3% | +4.8% |
| 3M | +12.2% | +5.9% | +6.4% | +11.4% |
| 6M | +17.8% | +16.9% | +0.9% | +15.8% |
| YTD | +26.2% | -1.1% | +27.2% | +24.8% |
| 1Y | +23.2% | +28.8% | -5.6% | +19.7% |
| 3Y | +21.3% | -20.6% | +41.9% | +18.1% |
| 5Y | -23.1% | -41.5% | +18.4% | -25.4% |
| All | -23.1% | -41.3% | +18.2% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling