+322.0%
CMG vs PFGC
+292.9%
+29.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.1% | -4.8% | +2.7% | -0.8% |
| 30D | +10.9% | -12.5% | +23.4% | +14.9% |
| 3M | +15.8% | -9.7% | +25.6% | +18.9% |
| 6M | +6.9% | +7.0% | -0.1% | +4.9% |
| YTD | -2.2% | +4.5% | -6.6% | -3.9% |
| 1Y | -7.1% | -11.6% | +4.5% | -4.7% |
| 3Y | -7.1% | +58.5% | -65.6% | -18.7% |
| 5Y | -4.8% | +112.6% | -117.4% | -23.3% |
| All | +322.0% | +292.9% | +29.1% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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