+42.2%
PFE vs CLSK
-63.3%
+105.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.5% |
| 7D | -4.0% | +1.7% | -5.8% | -4.0% |
| 30D | +3.9% | +11.1% | -7.2% | +3.9% |
| 3M | +9.9% | -14.1% | +24.0% | +9.9% |
| 6M | +5.3% | +32.9% | -27.6% | +5.2% |
| YTD | +16.8% | +26.5% | -9.7% | +16.7% |
| 1Y | +20.4% | +27.6% | -7.2% | +20.3% |
| 3Y | -2.1% | +190.9% | -193.0% | -2.3% |
| 5Y | -21.0% | -0.4% | -20.6% | -21.2% |
| All | +42.2% | -63.3% | +105.5% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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