+464.5%
PFE vs CNI
+6,541.6%
-6,077.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | -2.1% | +3.8% | +2.4% |
| 30D | +10.2% | -3.3% | +13.5% | +11.3% |
| 3M | +12.7% | +3.8% | +8.9% | +11.2% |
| 6M | +10.5% | +12.7% | -2.1% | +5.9% |
| YTD | +20.2% | +26.3% | -6.1% | +10.8% |
| 1Y | +24.1% | +29.9% | -5.8% | +13.3% |
| 3Y | -3.6% | +15.9% | -19.5% | -9.6% |
| 5Y | -20.9% | +6.9% | -27.8% | -25.0% |
| 10Y | +35.8% | +126.8% | -90.9% | -2.2% |
| All | +464.5% | +6,541.6% | -6,077.1% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling