+3,280.0%
PFE vs CLF
+714.0%
+2,565.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | +1.8% | +7.6% | -5.8% | +1.1% |
| 30D | +10.2% | -1.2% | +11.4% | +10.2% |
| 3M | +12.7% | -13.4% | +26.1% | +13.6% |
| 6M | +10.5% | +15.4% | -4.9% | +8.2% |
| YTD | +20.2% | -5.9% | +26.0% | +19.2% |
| 1Y | +24.1% | +18.8% | +5.2% | +19.6% |
| 3Y | -3.6% | -19.4% | +15.8% | -6.5% |
| 5Y | -20.9% | -47.7% | +26.9% | -22.2% |
| 10Y | +35.8% | +130.4% | -94.5% | +6.5% |
| All | +3,280.0% | +714.0% | +2,565.9% | +1,666.9% |
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