+194.8%
PFE vs CMG
+4,006.7%
-3,811.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +1.8% | -2.8% | +4.6% | +2.1% |
| 30D | +10.2% | +7.1% | +3.1% | +9.3% |
| 3M | +12.7% | +31.2% | -18.5% | +8.7% |
| 6M | +10.5% | +0.7% | +9.9% | +9.8% |
| YTD | +20.2% | -0.1% | +20.3% | +19.4% |
| 1Y | +24.1% | -10.7% | +34.8% | +24.4% |
| 3Y | -3.6% | -4.7% | +1.1% | -5.5% |
| 5Y | -20.9% | -3.8% | -17.1% | -23.7% |
| 10Y | +35.8% | +352.5% | -316.6% | +1.7% |
| All | +194.8% | +4,006.7% | -3,811.9% | +53.1% |
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