+18.9%
PFE vs CMS
-4.6%
+23.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | +3.1% | +5.3% | -2.1% | +2.0% |
| 3M | +11.2% | -0.3% | +11.5% | +11.3% |
| 6M | +15.0% | -4.0% | +19.1% | +16.3% |
| YTD | +23.5% | +2.1% | +21.4% | +22.3% |
| 1Y | +18.9% | -4.7% | +23.6% | +22.2% |
| All | +18.9% | -4.6% | +23.5% | +22.2% |
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