+50.2%
PFE vs CLS
+1,765.7%
-1,715.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -0.7% | -13.9% | +13.2% | -0.1% |
| 30D | +5.3% | -38.2% | +43.5% | +7.4% |
| 3M | +10.1% | -28.8% | +39.0% | +11.3% |
| 6M | +18.0% | -40.4% | +58.4% | +19.7% |
| YTD | +25.8% | -24.3% | +50.1% | +24.8% |
| 1Y | +28.4% | -35.0% | +63.5% | +28.3% |
| 3Y | +20.9% | +778.7% | -757.8% | -9.6% |
| 5Y | -21.5% | +1,884.8% | -1,906.4% | -48.4% |
| All | +50.2% | +1,765.7% | -1,715.5% | -13.2% |
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