+50.8%
PFE vs CLSK
-80.9%
+131.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.2% |
| 7D | -1.7% | +8.0% | -9.7% | -1.7% |
| 30D | +0.3% | -27.9% | +28.3% | +0.4% |
| 3M | +9.4% | -42.3% | +51.6% | +9.4% |
| 6M | +14.9% | -50.0% | +64.9% | +14.9% |
| YTD | +23.8% | -34.3% | +58.1% | +23.8% |
| 1Y | +19.5% | -44.5% | +64.0% | +19.5% |
| 3Y | +21.0% | +74.5% | -53.5% | +20.9% |
| 5Y | -23.9% | -69.0% | +45.1% | -24.1% |
| All | +50.8% | -80.9% | +131.7% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling