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  • CMI vs PFG✓SelectedUSD · PFGCMI vs PFG performance historyLatest closeAs of+0.14%09/08
Stock and ETF performance explorer

CMI vs PFG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+12,030.1%
PFG return
+999.6%
Excess return
+11,030.4%
Maximum drawdown
-75.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPFGExcessAlpha
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