+503.2%
CMI vs PFG
+251.1%
+252.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.7% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -12.4% | +2.9% | -15.3% | -14.0% |
| 3M | -14.8% | +6.7% | -21.5% | -18.4% |
| 6M | +0.8% | +33.8% | -33.0% | -14.8% |
| YTD | +10.2% | +35.0% | -24.8% | -7.5% |
| 1Y | +37.4% | +46.4% | -9.0% | +10.2% |
| 3Y | +153.3% | +71.7% | +81.6% | +84.9% |
| 5Y | +167.6% | +113.7% | +53.9% | +71.0% |
| All | +503.2% | +251.1% | +252.1% | +154.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling