+115.2%
CMS vs PFGC
+283.5%
-168.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +0.4% | -2.2% | +2.6% | +0.5% |
| 30D | -3.6% | -11.9% | +8.3% | -2.6% |
| 3M | -1.9% | +5.0% | -6.9% | -2.3% |
| 6M | -11.0% | +8.6% | -19.6% | -11.7% |
| YTD | +0.2% | +9.7% | -9.5% | -0.8% |
| 1Y | -1.3% | -6.3% | +5.0% | -1.1% |
| 3Y | +35.9% | +58.2% | -22.3% | +30.1% |
| 5Y | +23.1% | +110.4% | -87.3% | +14.3% |
| All | +115.2% | +283.5% | -168.3% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling