+60.6%
PFE vs CMS
+125.4%
-64.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | -3.7% | -1.3% | -2.4% | -3.2% |
| 30D | +5.0% | +6.3% | -1.4% | +2.6% |
| 3M | +12.2% | -2.1% | +14.2% | +13.0% |
| 6M | +14.6% | -5.1% | +19.7% | +16.6% |
| YTD | +24.1% | +1.3% | +22.9% | +22.9% |
| 1Y | +26.6% | -1.4% | +28.0% | +26.6% |
| 3Y | +14.3% | +36.9% | -22.6% | -0.3% |
| 5Y | -21.9% | +32.5% | -54.4% | -31.8% |
| All | +60.6% | +125.4% | -64.8% | +34.6% |
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