+165.0%
CMI vs PFGC
+110.3%
+54.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | -0.7% | -4.8% | +4.0% | +0.9% |
| 30D | -12.4% | -12.5% | +0.2% | -8.5% |
| 3M | -14.8% | -9.7% | -5.0% | -12.4% |
| 6M | +0.8% | +7.0% | -6.2% | -2.7% |
| YTD | +10.2% | +4.5% | +5.7% | +6.6% |
| 1Y | +37.4% | -11.6% | +49.0% | +40.8% |
| 3Y | +153.3% | +58.5% | +94.8% | +108.4% |
| All | +165.0% | +110.3% | +54.7% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling