+4,100.0%
CMG vs PCG
-40.0%
+4,140.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.1% | -1.9% |
| 7D | -2.8% | -13.9% | +11.0% | -1.5% |
| 30D | +7.1% | -16.9% | +24.0% | +8.9% |
| 3M | +31.2% | -14.7% | +45.9% | +32.9% |
| 6M | +0.7% | -23.8% | +24.5% | +3.3% |
| YTD | -0.1% | -10.5% | +10.4% | +0.4% |
| 1Y | -10.7% | -5.1% | -5.6% | -11.0% |
| 3Y | -4.7% | -11.6% | +6.9% | -4.7% |
| 5Y | -3.8% | +59.0% | -62.8% | -10.3% |
| 10Y | +352.5% | -75.7% | +428.2% | +434.3% |
| All | +4,100.0% | -40.0% | +4,140.0% | +3,178.4% |
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