+33.6%
PFE vs CYCU
-99.9%
+133.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.6% |
| 7D | +4.6% | +1.2% | +3.3% | +4.6% |
| 30D | +12.3% | -31.5% | +43.9% | +12.3% |
| 3M | +21.2% | -62.0% | +83.2% | +21.0% |
| 6M | +21.1% | -67.4% | +88.5% | +21.7% |
| YTD | +30.0% | -88.6% | +118.6% | +30.2% |
| 1Y | +35.6% | -88.5% | +124.1% | +35.7% |
| All | +33.6% | -99.9% | +133.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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