+49.6%
PFE vs CLS
+1,765.4%
-1,715.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.9% | -8.4% | -0.9% |
| 7D | -4.7% | -10.6% | +5.9% | -4.3% |
| 30D | +3.4% | -38.4% | +41.8% | +5.5% |
| 3M | +9.2% | -29.9% | +39.1% | +10.5% |
| 6M | +15.8% | -40.6% | +56.5% | +17.5% |
| YTD | +23.4% | -24.6% | +48.0% | +22.5% |
| 1Y | +25.8% | -30.8% | +56.6% | +25.1% |
| 3Y | +17.8% | +811.7% | -793.9% | -12.3% |
| 5Y | -20.2% | +1,838.4% | -1,858.6% | -47.4% |
| 10Y | +49.6% | +1,751.5% | -1,701.9% | -13.5% |
| All | +49.6% | +1,765.4% | -1,715.9% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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