+48.8%
PFE vs CMI
+320.3%
-271.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | +0.3% | -14.0% | +14.4% | +3.6% |
| 3M | +9.4% | -28.1% | +37.5% | +17.6% |
| 6M | +14.9% | -35.8% | +50.7% | +25.9% |
| YTD | +23.8% | -10.5% | +34.3% | +23.4% |
| 1Y | +19.5% | -1.9% | +21.4% | +16.2% |
| 3Y | +21.0% | +121.0% | -100.0% | -7.4% |
| 5Y | -23.9% | +114.6% | -138.4% | -42.2% |
| All | +48.8% | +320.3% | -271.5% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling