+35.8%
PFE vs CMS
+117.1%
-81.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +10.2% | -3.6% | +13.8% | +11.7% |
| 3M | +12.7% | -1.9% | +14.6% | +13.3% |
| 6M | +10.5% | -11.0% | +21.5% | +15.2% |
| YTD | +20.2% | +0.2% | +20.0% | +19.5% |
| 1Y | +24.1% | -1.3% | +25.4% | +24.0% |
| 3Y | -3.6% | +35.9% | -39.5% | -15.7% |
| 5Y | -20.9% | +23.1% | -43.9% | -28.7% |
| All | +35.8% | +117.1% | -81.2% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling