+203.7%
PFE vs CMG
+3,820.0%
-3,616.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.7% | +2.5% | -4.2% | -2.0% |
| 30D | +0.3% | +15.6% | -15.2% | -1.4% |
| 3M | +9.4% | +8.2% | +1.2% | +8.1% |
| 6M | +14.9% | +9.9% | +5.0% | +12.9% |
| YTD | +23.8% | -4.6% | +28.4% | +23.4% |
| 1Y | +19.5% | +12.4% | +7.1% | +16.8% |
| 3Y | +21.0% | -18.0% | +39.0% | +20.7% |
| 5Y | -23.9% | -5.3% | -18.6% | -26.6% |
| 10Y | +47.8% | +344.2% | -296.4% | +10.8% |
| All | +203.7% | +3,820.0% | -3,616.3% | +58.3% |
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