-21.4%
PFE vs CMG
-5.7%
-15.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -4.3% | -6.5% | +2.2% | -3.9% |
| 30D | +2.7% | +12.1% | -9.4% | +2.1% |
| 3M | +10.0% | +20.6% | -10.6% | +8.5% |
| 6M | +7.2% | +2.1% | +5.1% | +6.7% |
| YTD | +17.3% | -2.6% | +19.9% | +17.1% |
| 1Y | +20.3% | -8.7% | +29.0% | +20.2% |
| 3Y | -1.6% | -7.4% | +5.7% | -3.5% |
| 5Y | -21.4% | -5.7% | -15.7% | -26.2% |
| All | -21.4% | -5.7% | -15.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling