+4,063.6%
CMG vs PFG
+347.8%
+3,715.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | +4.1% | -2.2% | +6.3% | +4.7% |
| 30D | +20.5% | +6.4% | +14.2% | +18.6% |
| 3M | +14.5% | +2.2% | +12.3% | +13.7% |
| 6M | +14.8% | +16.3% | -1.5% | +10.2% |
| YTD | -1.0% | +33.2% | -34.2% | -8.3% |
| 1Y | +22.9% | +40.6% | -17.7% | +12.3% |
| 3Y | -13.6% | +83.3% | -97.0% | -26.9% |
| 5Y | +0.9% | +97.7% | -96.9% | -17.0% |
| 10Y | +361.4% | +189.9% | +171.5% | +224.9% |
| All | +4,063.6% | +347.8% | +3,715.8% | +1,918.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling