+66.9%
PFE vs CFG
+396.4%
-329.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | +12.7% | +11.5% | +1.2% | +10.4% |
| 6M | +10.5% | +19.2% | -8.7% | +6.9% |
| YTD | +20.2% | +23.7% | -3.6% | +15.3% |
| 1Y | +24.1% | +38.8% | -14.8% | +16.6% |
| 3Y | -3.6% | +178.9% | -182.5% | -21.0% |
| 5Y | -20.9% | +101.8% | -122.6% | -33.0% |
| 10Y | +35.8% | +317.3% | -281.4% | -9.2% |
| All | +66.9% | +396.4% | -329.4% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling