+128.6%
PFE vs CLS
+3,265.4%
-3,136.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.3% |
| 7D | +1.8% | +4.6% | -2.8% | +1.3% |
| 30D | +10.2% | -13.9% | +24.1% | +11.3% |
| 3M | +12.7% | -26.6% | +39.2% | +14.8% |
| 6M | +10.5% | +15.4% | -4.9% | +7.1% |
| YTD | +20.2% | +5.7% | +14.5% | +16.8% |
| 1Y | +24.1% | +41.1% | -17.1% | +16.2% |
| 3Y | -3.6% | +1,228.6% | -1,232.2% | -31.8% |
| 5Y | -20.9% | +3,240.6% | -3,261.5% | -50.4% |
| 10Y | +35.8% | +2,760.3% | -2,724.5% | -17.2% |
| All | +128.6% | +3,265.4% | -3,136.8% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling