-20.7%
PFE vs CME
+78.2%
-98.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +1.8% | -1.6% | +3.3% | +2.0% |
| 30D | +10.2% | +6.2% | +4.0% | +9.0% |
| 3M | +12.7% | +10.4% | +2.3% | +10.6% |
| 6M | +10.5% | -9.5% | +20.1% | +12.2% |
| YTD | +20.2% | +6.0% | +14.1% | +18.1% |
| 1Y | +24.1% | +9.3% | +14.8% | +21.0% |
| 3Y | -3.6% | +57.7% | -61.2% | -14.7% |
| All | -20.7% | +78.2% | -98.9% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling