+14.3%
PFE vs CLS
+703.9%
-689.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -3.7% | -22.2% | +18.5% | -4.2% |
| 30D | +5.0% | -44.4% | +49.3% | +3.8% |
| 3M | +12.2% | -34.3% | +46.5% | +11.3% |
| 6M | +14.6% | -50.1% | +64.6% | +13.5% |
| YTD | +24.1% | -30.1% | +54.2% | +23.4% |
| 1Y | +26.6% | -39.3% | +65.9% | +25.7% |
| 3Y | +14.3% | +732.7% | -718.4% | +17.0% |
| All | +14.3% | +703.9% | -689.6% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling