+3,449.8%
PFE vs CLF
+633.9%
+2,815.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -12.2% | +9.3% | -1.9% |
| 7D | -0.2% | -21.0% | +20.7% | +1.7% |
| 30D | +8.7% | -8.0% | +16.7% | +9.1% |
| 3M | +15.8% | -10.9% | +26.7% | +16.3% |
| 6M | +16.8% | +5.8% | +11.0% | +14.9% |
| YTD | +26.2% | -15.1% | +41.3% | +25.8% |
| 1Y | +29.9% | +7.2% | +22.7% | +26.7% |
| 3Y | +15.9% | -34.2% | +50.1% | +13.9% |
| 5Y | -20.6% | -49.6% | +29.0% | -22.0% |
| 10Y | +65.4% | +109.9% | -44.6% | +30.5% |
| All | +3,449.8% | +633.9% | +2,815.9% | +1,763.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling