+49.6%
PFE vs CMS
+127.7%
-78.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.8% |
| 7D | -4.7% | -0.9% | -3.8% | -4.3% |
| 30D | +3.4% | +7.1% | -3.7% | +0.7% |
| 3M | +9.2% | -1.3% | +10.5% | +9.7% |
| 6M | +15.8% | -2.7% | +18.5% | +16.7% |
| YTD | +23.4% | +2.6% | +20.8% | +21.6% |
| 1Y | +25.8% | -2.0% | +27.8% | +26.2% |
| 3Y | +17.8% | +39.6% | -21.8% | +1.6% |
| 5Y | -20.2% | +35.3% | -55.5% | -31.1% |
| 10Y | +49.6% | +132.3% | -82.7% | +17.0% |
| All | +49.6% | +127.7% | -78.1% | +17.0% |
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