+34.5%
CMS vs PFG
+92.7%
-58.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.7% | +2.4% | -0.6% | +1.3% |
| 30D | +6.2% | +5.9% | +0.3% | +5.1% |
| 3M | +0.6% | -0.4% | +1.1% | +0.6% |
| 6M | -1.8% | +14.8% | -16.6% | -4.5% |
| YTD | +3.8% | +31.9% | -28.1% | -2.0% |
| 1Y | -1.8% | +38.8% | -40.6% | -8.3% |
| 3Y | +39.8% | +82.4% | -42.6% | +21.6% |
| All | +34.5% | +92.7% | -58.2% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling