-2.5%
PFE vs CMS
+36.5%
-38.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.3% |
| 3M | +12.7% | -1.9% | +14.6% | +13.1% |
| 6M | +10.5% | -11.0% | +21.5% | +14.0% |
| YTD | +20.2% | +0.2% | +20.0% | +19.6% |
| 1Y | +24.1% | -1.3% | +25.4% | +24.0% |
| All | -2.5% | +36.5% | -38.9% | -6.9% |
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