+3,201.5%
PFE vs CMI
+19,796.6%
-16,595.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.3% |
| 7D | -2.7% | +1.9% | -4.5% | -3.0% |
| 30D | +3.8% | -12.5% | +16.4% | +6.6% |
| 3M | +10.4% | -16.2% | +26.6% | +13.7% |
| 6M | +6.3% | +4.9% | +1.4% | +4.1% |
| YTD | +17.4% | +11.1% | +6.2% | +13.3% |
| 1Y | +21.1% | +43.4% | -22.2% | +10.8% |
| 3Y | -1.6% | +154.1% | -155.7% | -20.8% |
| 5Y | -22.2% | +169.5% | -191.6% | -38.8% |
| 10Y | +32.9% | +503.8% | -470.9% | -13.1% |
| All | +3,201.5% | +19,796.6% | -16,595.0% | +870.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling