+32.9%
PFE vs CME
+282.5%
-249.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -2.7% | -2.9% | +0.2% | -1.9% |
| 30D | +3.8% | +5.5% | -1.7% | +2.2% |
| 3M | +10.4% | +11.0% | -0.6% | +6.8% |
| 6M | +6.3% | -9.7% | +16.0% | +8.8% |
| YTD | +17.4% | +4.9% | +12.5% | +14.8% |
| 1Y | +21.1% | +10.1% | +11.1% | +16.5% |
| 3Y | -1.6% | +53.5% | -55.1% | -15.8% |
| 5Y | -22.2% | +77.2% | -99.3% | -37.4% |
| 10Y | +32.9% | +282.1% | -249.3% | -23.8% |
| All | +32.9% | +282.5% | -249.6% | -23.8% |
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