+155.3%
PFE vs CME
+7,469.3%
-7,314.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +1.8% | -1.6% | +3.3% | +2.1% |
| 30D | +10.2% | +6.2% | +4.0% | +8.5% |
| 3M | +12.7% | +10.4% | +2.3% | +9.7% |
| 6M | +10.5% | -9.5% | +20.1% | +12.7% |
| YTD | +20.2% | +6.0% | +14.1% | +17.6% |
| 1Y | +24.1% | +9.3% | +14.8% | +20.3% |
| 3Y | -3.6% | +57.7% | -61.2% | -15.4% |
| 5Y | -20.9% | +77.7% | -98.6% | -33.2% |
| 10Y | +35.8% | +281.2% | -245.4% | -7.1% |
| All | +155.3% | +7,469.3% | -7,314.0% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling