+321.2%
CMG vs PCG
-75.6%
+396.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -3.8% | +0.5% | -4.3% | -3.9% |
| 30D | +12.9% | -18.9% | +31.8% | +14.3% |
| 3M | +18.8% | -15.8% | +34.6% | +19.9% |
| 6M | +4.1% | -22.6% | +26.6% | +5.6% |
| YTD | -2.4% | -12.2% | +9.8% | -1.9% |
| 1Y | -6.7% | -7.1% | +0.4% | -6.7% |
| 3Y | -7.1% | -15.8% | +8.7% | -6.7% |
| 5Y | -5.0% | +53.3% | -58.3% | -8.4% |
| All | +321.2% | -75.6% | +396.8% | +295.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PCG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling