+4,063.6%
CMG vs PCG
-44.8%
+4,108.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +4.1% | -2.2% | +6.3% | +4.4% |
| 30D | +20.5% | -0.5% | +21.0% | +20.6% |
| 3M | +14.5% | -24.0% | +38.5% | +17.6% |
| 6M | +14.8% | -18.6% | +33.4% | +16.8% |
| YTD | -1.0% | -17.7% | +16.7% | +0.5% |
| 1Y | +22.9% | -20.0% | +42.9% | +25.1% |
| 3Y | -13.6% | -20.2% | +6.6% | -12.6% |
| 5Y | +0.9% | +8.4% | -7.5% | -1.9% |
| 10Y | +361.4% | -76.4% | +437.8% | +437.9% |
| All | +4,063.6% | -44.8% | +4,108.4% | +3,179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling