+3,449.8%
PFE vs CP
+7,870.0%
-4,420.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -0.2% | +6.1% | -6.3% | -1.7% |
| 30D | +8.7% | +9.8% | -1.1% | +6.2% |
| 3M | +15.8% | +2.7% | +13.0% | +14.9% |
| 6M | +16.8% | +12.8% | +4.1% | +13.1% |
| YTD | +26.2% | +28.2% | -2.0% | +18.0% |
| 1Y | +29.9% | +34.1% | -4.2% | +20.1% |
| 3Y | +15.9% | +28.9% | -12.9% | +7.2% |
| 5Y | -20.6% | +27.1% | -47.7% | -27.3% |
| 10Y | +65.4% | +264.8% | -199.4% | +13.2% |
| All | +3,449.8% | +7,870.0% | -4,420.1% | +929.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling