+35.6%
PFE vs CMS
+1.4%
+34.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | +4.6% | +4.1% | +0.5% | +3.5% |
| 30D | +12.3% | +10.9% | +1.5% | +9.8% |
| 3M | +21.2% | -0.2% | +21.4% | +21.3% |
| 6M | +21.1% | -4.7% | +25.8% | +22.7% |
| YTD | +30.0% | +3.9% | +26.2% | +28.0% |
| 1Y | +35.6% | +0.4% | +35.2% | +36.1% |
| All | +35.6% | +1.4% | +34.2% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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