+49.6%
PFE vs CME
+320.1%
-270.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | +3.4% | +8.5% | -5.2% | +1.0% |
| 3M | +9.2% | +16.0% | -6.8% | +4.6% |
| 6M | +15.8% | +9.3% | +6.5% | +12.4% |
| YTD | +23.4% | +15.3% | +8.1% | +17.5% |
| 1Y | +25.8% | +14.4% | +11.4% | +20.0% |
| 3Y | +17.8% | +59.9% | -42.1% | +0.2% |
| 5Y | -20.2% | +69.4% | -89.6% | -34.2% |
| 10Y | +49.6% | +299.5% | -249.9% | -9.1% |
| All | +49.6% | +320.1% | -270.5% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling