+144.9%
CMG vs PFGC
+485.1%
-340.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +2.5% | +3.4% | -0.9% | +1.6% |
| 30D | +15.6% | +16.9% | -1.3% | +10.9% |
| 3M | +8.2% | +6.4% | +1.8% | +6.3% |
| 6M | +9.9% | +16.0% | -6.1% | +5.5% |
| YTD | -4.6% | +23.6% | -28.3% | -10.4% |
| 1Y | +12.4% | +16.6% | -4.2% | +7.2% |
| 3Y | -18.0% | +82.3% | -100.2% | -30.5% |
| 5Y | -5.3% | +138.7% | -144.0% | -25.6% |
| 10Y | +344.2% | +352.8% | -8.6% | +170.4% |
| All | +144.9% | +485.1% | -340.2% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling