-0.7%
PFE vs CNI
+19.3%
-20.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -4.3% | +0.9% | -5.1% | -4.5% |
| 30D | +2.7% | -2.1% | +4.8% | +3.2% |
| 3M | +10.0% | +1.8% | +8.2% | +9.4% |
| 6M | +7.2% | +14.8% | -7.6% | +3.0% |
| YTD | +17.3% | +25.4% | -8.1% | +9.4% |
| 1Y | +20.3% | +32.9% | -12.6% | +10.1% |
| All | -0.7% | +19.3% | -20.1% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling