+320.0%
CMG vs PCG
-75.3%
+395.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.7% | -2.2% |
| 7D | -6.5% | +6.5% | -12.9% | -6.9% |
| 30D | +12.1% | -16.7% | +28.8% | +13.3% |
| 3M | +20.6% | -14.2% | +34.7% | +21.5% |
| 6M | +2.1% | -21.5% | +23.5% | +3.5% |
| YTD | -2.6% | -11.2% | +8.6% | -2.2% |
| 1Y | -8.7% | -4.2% | -4.5% | -8.9% |
| 3Y | -7.4% | -14.9% | +7.5% | -7.1% |
| 5Y | -5.7% | +54.2% | -59.9% | -9.1% |
| All | +320.0% | -75.3% | +395.3% | +294.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling