+35.6%
PFE vs CMI
+10.9%
+24.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.8% | +8.4% | +2.7% |
| 7D | +4.6% | -11.2% | +15.8% | +4.8% |
| 30D | +12.3% | -9.8% | +22.2% | +12.5% |
| 3M | +21.2% | -25.5% | +46.7% | +22.3% |
| 6M | +21.1% | -27.7% | +48.7% | +21.4% |
| YTD | +30.0% | -6.6% | +36.7% | +21.6% |
| 1Y | +35.6% | +11.7% | +23.9% | +22.3% |
| All | +35.6% | +10.9% | +24.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling