+208.6%
PFE vs CMG
+3,891.1%
-3,682.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -0.7% | +8.0% | -8.7% | -1.6% |
| 30D | +5.3% | +13.7% | -8.4% | +3.7% |
| 3M | +10.1% | +11.8% | -1.6% | +8.5% |
| 6M | +18.0% | +10.6% | +7.5% | +15.9% |
| YTD | +25.8% | -2.9% | +28.7% | +25.2% |
| 1Y | +28.4% | +17.8% | +10.6% | +24.8% |
| 3Y | +20.9% | -15.3% | +36.2% | +20.1% |
| 5Y | -21.5% | -0.9% | -20.6% | -24.7% |
| 10Y | +46.2% | +358.4% | -312.2% | +9.1% |
| All | +208.6% | +3,891.1% | -3,682.5% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling