+591.5%
CMI vs PFGC
+409.4%
+182.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +1.9% | -2.4% | +4.3% | +2.4% |
| 30D | -12.5% | -15.8% | +3.2% | -9.7% |
| 3M | -16.2% | -0.6% | -15.6% | -16.4% |
| 6M | +4.9% | +10.7% | -5.8% | +2.4% |
| YTD | +11.1% | +7.6% | +3.5% | +8.9% |
| 1Y | +43.4% | -7.8% | +51.2% | +44.4% |
| 3Y | +154.1% | +63.7% | +90.3% | +129.6% |
| 5Y | +169.5% | +112.3% | +57.2% | +130.8% |
| 10Y | +503.8% | +286.7% | +217.1% | +380.7% |
| All | +591.5% | +409.4% | +182.0% | +421.1% |
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