+48.5%
PFE vs CMG
+341.2%
-292.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.8% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | +3.1% | +15.9% | -12.8% | +2.0% |
| 3M | +11.2% | +7.8% | +3.4% | +10.5% |
| 6M | +15.0% | +7.7% | +7.4% | +14.0% |
| YTD | +23.5% | -4.9% | +28.5% | +23.3% |
| 1Y | +18.9% | +12.3% | +6.6% | +17.3% |
| 3Y | +18.7% | -17.1% | +35.8% | +18.2% |
| 5Y | -24.0% | -5.6% | -18.4% | -26.1% |
| All | +48.5% | +341.2% | -292.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling