+156.6%
CMG vs PFGC
+409.4%
-252.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -1.5% | -2.4% | +1.0% | -0.8% |
| 30D | +12.7% | -15.8% | +28.5% | +17.7% |
| 3M | +26.3% | -0.6% | +26.9% | +26.4% |
| 6M | +4.5% | +10.7% | -6.2% | +1.6% |
| YTD | -0.1% | +7.6% | -7.7% | -2.6% |
| 1Y | -6.8% | -7.8% | +1.0% | -5.4% |
| 3Y | -5.0% | +63.7% | -68.7% | -17.2% |
| 5Y | -3.0% | +112.3% | -115.3% | -21.5% |
| 10Y | +323.6% | +286.7% | +36.9% | +167.9% |
| All | +156.6% | +409.4% | -252.8% | +53.5% |
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