+4,100.0%
CMG vs PFG
+355.6%
+3,744.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -2.8% | +5.5% | -8.3% | -4.3% |
| 30D | +7.1% | +2.4% | +4.8% | +6.3% |
| 3M | +31.2% | +13.6% | +17.6% | +26.6% |
| 6M | +0.7% | +27.9% | -27.2% | -5.7% |
| YTD | -0.1% | +35.6% | -35.7% | -7.9% |
| 1Y | -10.7% | +48.5% | -59.2% | -19.7% |
| 3Y | -4.7% | +66.9% | -71.5% | -17.5% |
| 5Y | -3.8% | +111.0% | -114.7% | -22.2% |
| 10Y | +352.5% | +244.5% | +108.0% | +205.5% |
| All | +4,100.0% | +355.6% | +3,744.4% | +1,927.2% |
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