-18.0%
CMG vs PFGC
+82.6%
-100.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +2.5% | +3.4% | -0.9% | +1.2% |
| 30D | +15.6% | +16.9% | -1.3% | +8.8% |
| 3M | +8.2% | +6.4% | +1.8% | +5.3% |
| 6M | +9.9% | +16.0% | -6.1% | +3.4% |
| YTD | -4.6% | +23.6% | -28.3% | -13.2% |
| 1Y | +12.4% | +16.6% | -4.2% | +4.8% |
| 3Y | -18.0% | +82.3% | -100.2% | -32.0% |
| All | -18.0% | +82.6% | -100.6% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling