-24.0%
PFE vs CLS
+2,101.3%
-2,125.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -2.1% |
| 7D | -2.1% | +23.5% | -25.6% | -2.1% |
| 30D | +3.1% | -28.9% | +32.0% | +3.1% |
| 3M | +11.2% | -25.2% | +36.3% | +11.2% |
| 6M | +15.0% | -32.1% | +47.1% | +15.0% |
| YTD | +23.5% | -14.1% | +37.6% | +22.8% |
| 1Y | +18.9% | -24.1% | +43.0% | +18.4% |
| 3Y | +18.7% | +897.0% | -878.2% | +4.0% |
| 5Y | -24.0% | +2,089.9% | -2,113.9% | -39.7% |
| All | -24.0% | +2,101.3% | -2,125.3% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling