-21.5%
PFE vs CP
+24.4%
-45.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -3.7% | +2.8% | -6.5% | -4.3% |
| 30D | +5.0% | +10.2% | -5.2% | +2.6% |
| 3M | +12.2% | +2.4% | +9.8% | +11.5% |
| 6M | +14.6% | +7.7% | +6.9% | +12.4% |
| YTD | +24.1% | +26.0% | -1.9% | +16.7% |
| 1Y | +26.6% | +34.6% | -8.1% | +17.1% |
| 3Y | +14.3% | +26.7% | -12.4% | +6.3% |
| All | -21.5% | +24.4% | -45.8% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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