+36.9%
CMS vs PFGC
+77.4%
-40.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.9% |
| 7D | -1.3% | +8.5% | -9.8% | -2.3% |
| 30D | +6.3% | +15.0% | -8.7% | +4.5% |
| 3M | -2.1% | -6.2% | +4.1% | -1.6% |
| 6M | -5.1% | +15.7% | -20.8% | -6.7% |
| YTD | +1.3% | +19.6% | -18.3% | -1.1% |
| 1Y | -1.4% | +13.2% | -14.6% | -3.2% |
| 3Y | +36.9% | +77.0% | -40.0% | +25.1% |
| All | +36.9% | +77.4% | -40.5% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling