-2.5%
PFE vs CFG
+180.9%
-183.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +1.8% | +1.5% | +0.2% | +1.5% |
| 30D | +10.2% | -3.8% | +14.1% | +10.8% |
| 3M | +12.7% | +11.5% | +1.2% | +10.5% |
| 6M | +10.5% | +19.2% | -8.7% | +7.0% |
| YTD | +20.2% | +23.7% | -3.6% | +15.4% |
| 1Y | +24.1% | +38.8% | -14.8% | +16.7% |
| All | -2.5% | +180.9% | -183.3% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling