+35.6%
PFE vs CME
+19.8%
+15.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.5% |
| 7D | +4.6% | +4.8% | -0.3% | +4.2% |
| 30D | +12.3% | +14.2% | -1.8% | +11.5% |
| 3M | +21.2% | +17.9% | +3.2% | +19.9% |
| 6M | +21.1% | +7.2% | +13.8% | +19.1% |
| YTD | +30.0% | +16.7% | +13.3% | +28.8% |
| 1Y | +35.6% | +19.6% | +16.0% | +33.9% |
| All | +35.6% | +19.8% | +15.8% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling