+14.3%
PFE vs CMS
+36.5%
-22.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | +5.0% | +7.2% | -2.2% | +2.9% |
| 3M | +12.2% | -1.3% | +13.4% | +12.6% |
| 6M | +14.6% | -4.3% | +18.9% | +16.0% |
| YTD | +24.1% | +2.1% | +22.0% | +22.8% |
| 1Y | +26.6% | -0.6% | +27.2% | +26.4% |
| 3Y | +14.3% | +38.0% | -23.7% | +10.4% |
| All | +14.3% | +36.5% | -22.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling