+132.3%
CMS vs PFG
+203.0%
-70.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.2% |
| 7D | -0.9% | +2.3% | -3.2% | -1.4% |
| 30D | +7.1% | +7.6% | -0.5% | +5.6% |
| 3M | -1.3% | +2.5% | -3.8% | -1.9% |
| 6M | -2.7% | +16.6% | -19.3% | -5.7% |
| YTD | +2.6% | +34.1% | -31.4% | -3.4% |
| 1Y | -2.0% | +44.1% | -46.1% | -9.1% |
| 3Y | +39.6% | +86.3% | -46.6% | +22.0% |
| 5Y | +35.3% | +101.6% | -66.2% | +15.2% |
| 10Y | +132.3% | +197.9% | -65.5% | +72.1% |
| All | +132.3% | +203.0% | -70.7% | +72.1% |
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