-76.0%
PCG vs CMI
+320.3%
-396.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +0.8% | -14.0% | +14.8% | +5.4% |
| 3M | -23.8% | -28.1% | +4.3% | -15.8% |
| 6M | -19.6% | -35.8% | +16.2% | -8.8% |
| YTD | -16.7% | -10.5% | -6.2% | -17.0% |
| 1Y | -19.4% | -1.9% | -17.5% | -22.5% |
| 3Y | -18.3% | +121.0% | -139.3% | -44.3% |
| 5Y | +10.4% | +114.6% | -104.1% | -25.3% |
| All | -76.0% | +320.3% | -396.3% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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