+48.8%
PFE vs CNI
+140.9%
-92.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.7% | +2.5% | -4.2% | -2.5% |
| 30D | +0.3% | +6.1% | -5.8% | -1.4% |
| 3M | +9.4% | +0.1% | +9.2% | +9.2% |
| 6M | +14.9% | +14.9% | 0.0% | +9.9% |
| YTD | +23.8% | +30.9% | -7.1% | +13.1% |
| 1Y | +19.5% | +33.9% | -14.4% | +8.4% |
| 3Y | +21.0% | +20.2% | +0.8% | +12.4% |
| 5Y | -23.9% | +8.2% | -32.1% | -28.1% |
| All | +48.8% | +140.9% | -92.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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