-24.0%
PFE vs CNI
+8.8%
-32.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.4% |
| 30D | +3.1% | +7.5% | -4.4% | +1.2% |
| 3M | +11.2% | +1.7% | +9.5% | +10.6% |
| 6M | +15.0% | +15.4% | -0.4% | +10.7% |
| YTD | +23.5% | +31.5% | -8.0% | +14.2% |
| 1Y | +18.9% | +32.8% | -13.9% | +9.6% |
| 3Y | +18.7% | +21.7% | -2.9% | +10.8% |
| 5Y | -24.0% | +8.7% | -32.7% | -32.2% |
| All | -24.0% | +8.8% | -32.8% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling