-20.2%
PFE vs CMS
+36.1%
-56.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -4.7% | -0.9% | -3.8% | -4.4% |
| 30D | +3.4% | +7.1% | -3.7% | +1.1% |
| 3M | +9.2% | -1.3% | +10.5% | +9.6% |
| 6M | +15.8% | -2.7% | +18.5% | +16.6% |
| YTD | +23.4% | +2.6% | +20.8% | +21.8% |
| 1Y | +25.8% | -2.0% | +27.8% | +26.2% |
| 3Y | +17.8% | +39.6% | -21.8% | +3.8% |
| 5Y | -20.2% | +35.3% | -55.5% | -24.8% |
| All | -20.2% | +36.1% | -56.3% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling