+3,280.0%
PFE vs CMS
+457.8%
+2,822.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +10.2% | -3.6% | +13.8% | +11.1% |
| 3M | +12.7% | -1.9% | +14.6% | +13.1% |
| 6M | +10.5% | -11.0% | +21.5% | +13.4% |
| YTD | +20.2% | +0.2% | +20.0% | +19.8% |
| 1Y | +24.1% | -1.3% | +25.4% | +24.1% |
| 3Y | -3.6% | +35.9% | -39.5% | -10.9% |
| 5Y | -20.9% | +23.1% | -43.9% | -25.5% |
| 10Y | +35.8% | +117.9% | -82.1% | +12.1% |
| All | +3,280.0% | +457.8% | +2,822.2% | +2,011.2% |
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 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