+23.2%
PFE vs CLS
-28.7%
+51.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.2% | +0.6% |
| 7D | -3.0% | +2.8% | -5.7% | -2.8% |
| 30D | +5.2% | -30.1% | +35.3% | +4.2% |
| 3M | +12.2% | -21.7% | +34.0% | +11.5% |
| 6M | +17.8% | -36.2% | +54.0% | +16.6% |
| YTD | +26.2% | -17.8% | +44.0% | +24.5% |
| 1Y | +23.2% | -26.8% | +50.0% | +21.7% |
| All | +23.2% | -28.7% | +51.8% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling