+14.3%
PFE vs CME
+66.3%
-52.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.7% | +0.9% | -4.6% | -3.8% |
| 30D | +5.0% | +13.2% | -8.2% | +4.0% |
| 3M | +12.2% | +16.3% | -4.1% | +10.8% |
| 6M | +14.6% | +7.1% | +7.4% | +13.5% |
| YTD | +24.1% | +15.8% | +8.3% | +21.9% |
| 1Y | +26.6% | +17.1% | +9.5% | +24.2% |
| 3Y | +14.3% | +63.2% | -48.8% | +7.3% |
| All | +14.3% | +66.3% | -52.0% | +7.3% |
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