+163.7%
PFE vs CME
+8,169.9%
-8,006.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.7% | +0.9% | -4.6% | -3.9% |
| 30D | +5.0% | +13.2% | -8.2% | +1.8% |
| 3M | +12.2% | +16.3% | -4.1% | +7.9% |
| 6M | +14.6% | +7.1% | +7.4% | +12.1% |
| YTD | +24.1% | +15.8% | +8.3% | +18.8% |
| 1Y | +26.6% | +17.1% | +9.5% | +20.7% |
| 3Y | +14.3% | +63.2% | -48.8% | -0.6% |
| 5Y | -21.9% | +70.2% | -92.1% | -33.4% |
| 10Y | +62.6% | +337.0% | -274.4% | +7.5% |
| All | +163.7% | +8,169.9% | -8,006.2% | -3.8% |
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 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