+49.6%
PFE vs CFG
+248.3%
-198.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -1.0% |
| 7D | -4.7% | +0.3% | -5.0% | -4.7% |
| 30D | +3.4% | +3.2% | +0.1% | +2.8% |
| 3M | +9.2% | -9.7% | +18.9% | +10.9% |
| 6M | +15.8% | +3.6% | +12.2% | +14.8% |
| YTD | +23.4% | +14.7% | +8.8% | +20.2% |
| 1Y | +25.8% | +29.6% | -3.7% | +20.0% |
| 3Y | +17.8% | +190.6% | -172.7% | -2.8% |
| 5Y | -20.2% | +67.1% | -87.3% | -29.4% |
| 10Y | +49.6% | +237.0% | -187.4% | +8.9% |
| All | +49.6% | +248.3% | -198.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling