+0.7%
PFE vs CME
+56.2%
-55.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +1.8% | -1.6% | +3.3% | +1.9% |
| 30D | +10.2% | +6.2% | +4.0% | +9.6% |
| 3M | +12.7% | +10.4% | +2.3% | +11.6% |
| 6M | +10.5% | -9.5% | +20.1% | +10.9% |
| YTD | +20.2% | +6.0% | +14.1% | +18.8% |
| 1Y | +24.1% | +9.3% | +14.8% | +22.1% |
| All | +0.7% | +56.2% | -55.6% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling