-3.1%
CMS vs PFGC
+12.0%
-15.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.4% | 0.0% |
| 7D | -0.9% | +10.8% | -11.7% | -2.4% |
| 30D | +7.1% | +17.8% | -10.7% | +4.6% |
| 3M | -1.3% | -2.7% | +1.4% | -1.4% |
| 6M | -2.7% | +20.0% | -22.7% | -5.0% |
| YTD | +2.6% | +24.3% | -21.7% | -0.9% |
| All | -3.1% | +12.0% | -15.1% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling