+20.9%
PFE vs CFG
+187.2%
-166.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | +5.3% | +2.8% | +2.6% | +5.0% |
| 3M | +10.1% | -10.1% | +20.2% | +11.6% |
| 6M | +18.0% | +3.2% | +14.8% | +17.1% |
| YTD | +25.8% | +14.2% | +11.6% | +22.7% |
| 1Y | +28.4% | +27.4% | +1.0% | +23.4% |
| 3Y | +20.9% | +187.6% | -166.7% | +14.5% |
| All | +20.9% | +187.2% | -166.3% | +14.5% |
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