+3,449.8%
PFE vs CMS
+475.9%
+2,974.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.9% |
| 7D | -0.2% | +1.7% | -1.9% | -0.6% |
| 30D | +8.7% | +8.6% | 0.0% | +6.6% |
| 3M | +15.8% | -0.5% | +16.2% | +15.8% |
| 6M | +16.8% | -4.2% | +21.0% | +17.9% |
| YTD | +26.2% | +3.4% | +22.7% | +24.9% |
| 1Y | +29.9% | +0.4% | +29.5% | +29.5% |
| 3Y | +15.9% | +38.2% | -22.3% | +6.8% |
| 5Y | -20.6% | +35.4% | -56.0% | -26.9% |
| 10Y | +65.4% | +131.7% | -66.3% | +34.7% |
| All | +3,449.8% | +475.9% | +2,974.0% | +2,100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling