+132.3%
CMS vs PFGC
+360.0%
-227.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.4% | +0.2% |
| 7D | -0.9% | +10.8% | -11.7% | -1.8% |
| 30D | +7.1% | +17.8% | -10.7% | +5.6% |
| 3M | -1.3% | -2.7% | +1.4% | -1.2% |
| 6M | -2.7% | +20.0% | -22.7% | -4.2% |
| YTD | +2.6% | +24.3% | -21.7% | +0.6% |
| 1Y | -2.0% | +13.2% | -15.2% | -3.3% |
| 3Y | +39.6% | +85.9% | -46.3% | +32.0% |
| 5Y | +35.3% | +141.0% | -105.7% | +24.6% |
| 10Y | +132.3% | +370.6% | -238.3% | +114.6% |
| All | +132.3% | +360.0% | -227.6% | +114.6% |
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