+20.4%
PFE vs CNI
+31.9%
-11.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -4.0% | -1.1% | -2.9% | -3.8% |
| 30D | +3.9% | -3.5% | +7.4% | +4.5% |
| 3M | +9.9% | +2.2% | +7.7% | +9.5% |
| 6M | +5.3% | +15.1% | -9.8% | +2.3% |
| YTD | +16.8% | +24.7% | -7.9% | +9.6% |
| 1Y | +20.4% | +33.4% | -12.9% | +8.8% |
| All | +20.4% | +31.9% | -11.5% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling