+60.6%
PFE vs CLS
+1,628.1%
-1,567.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -3.7% | -22.2% | +18.5% | -2.7% |
| 30D | +5.0% | -44.4% | +49.3% | +7.6% |
| 3M | +12.2% | -34.3% | +46.5% | +13.8% |
| 6M | +14.6% | -50.1% | +64.6% | +17.3% |
| YTD | +24.1% | -30.1% | +54.2% | +23.6% |
| 1Y | +26.6% | -39.3% | +65.9% | +26.8% |
| 3Y | +14.3% | +732.7% | -718.4% | -14.4% |
| 5Y | -21.9% | +1,777.2% | -1,799.1% | -48.6% |
| All | +60.6% | +1,628.1% | -1,567.5% | -6.2% |
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