-15.3%
CMG vs PCG
-18.6%
+3.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +8.0% | -0.5% | +8.4% | +8.1% |
| 30D | +13.7% | +0.8% | +12.9% | +13.6% |
| 3M | +11.8% | -22.0% | +33.8% | +14.3% |
| 6M | +10.6% | -17.1% | +27.6% | +11.8% |
| YTD | -2.9% | -16.9% | +13.9% | -2.2% |
| 1Y | +17.8% | -19.1% | +36.9% | +19.2% |
| 3Y | -15.3% | -19.4% | +4.1% | -13.5% |
| All | -15.3% | -18.6% | +3.3% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling