+322.0%
CMG vs PFG
+251.1%
+70.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | -2.1% | -0.4% | -1.6% | -1.9% |
| 30D | +10.9% | +2.9% | +8.0% | +9.7% |
| 3M | +15.8% | +6.7% | +9.1% | +13.1% |
| 6M | +6.9% | +33.8% | -26.8% | -3.1% |
| YTD | -2.2% | +35.0% | -37.1% | -11.6% |
| 1Y | -7.1% | +46.4% | -53.5% | -18.4% |
| 3Y | -7.1% | +71.6% | -78.8% | -23.4% |
| 5Y | -4.8% | +113.7% | -118.5% | -27.6% |
| All | +322.0% | +251.1% | +70.9% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling