+25.9%
CMS vs PFG
+110.8%
-85.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.1% |
| 7D | +0.4% | +5.5% | -5.2% | -0.6% |
| 30D | -3.6% | +2.4% | -6.0% | -4.0% |
| 3M | -1.9% | +13.6% | -15.5% | -4.2% |
| 6M | -11.0% | +27.9% | -38.9% | -15.0% |
| YTD | +0.2% | +35.6% | -35.4% | -5.5% |
| 1Y | -1.3% | +48.5% | -49.8% | -8.7% |
| 3Y | +35.9% | +66.9% | -30.9% | +21.4% |
| All | +25.9% | +110.8% | -85.0% | +11.6% |
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