-3.0%
CMG vs PCG
+61.3%
-64.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.7% |
| 7D | -1.5% | +5.4% | -6.9% | -2.5% |
| 30D | +12.7% | -15.1% | +27.8% | +15.7% |
| 3M | +26.3% | -9.8% | +36.1% | +27.6% |
| 6M | +4.5% | -18.0% | +22.5% | +7.8% |
| YTD | -0.1% | -7.2% | +7.1% | -0.3% |
| 1Y | -6.8% | +2.9% | -9.6% | -9.7% |
| 3Y | -5.0% | -11.1% | +6.1% | -5.9% |
| 5Y | -3.0% | +61.8% | -64.8% | -17.7% |
| All | -3.0% | +61.3% | -64.3% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling