-7.1%
CMG vs PCG
-8.8%
+1.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | -2.1% | -3.5% | +1.4% | -2.0% |
| 30D | +10.9% | -20.6% | +31.5% | +11.3% |
| 3M | +15.8% | -17.6% | +33.4% | +15.9% |
| 6M | +6.9% | -23.5% | +30.4% | +7.2% |
| YTD | -2.2% | -13.6% | +11.5% | -3.0% |
| 1Y | -7.1% | -11.3% | +4.3% | -8.0% |
| All | -7.1% | -8.8% | +1.8% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling