+12,030.1%
CMI vs PFG
+999.6%
+11,030.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | +1.9% | +6.0% | -4.1% | -1.1% |
| 30D | -12.5% | +2.2% | -14.7% | -13.7% |
| 3M | -16.2% | +10.4% | -26.6% | -20.7% |
| 6M | +4.9% | +27.8% | -22.9% | -7.6% |
| YTD | +11.1% | +33.6% | -22.5% | -4.3% |
| 1Y | +43.4% | +49.3% | -5.9% | +17.0% |
| 3Y | +154.1% | +69.7% | +84.3% | +94.0% |
| 5Y | +169.5% | +111.3% | +58.1% | +83.2% |
| 10Y | +503.8% | +240.3% | +263.5% | +206.1% |
| All | +12,030.1% | +999.6% | +11,030.4% | +2,617.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling