-21.8%
PCG vs CMI
-3.3%
-18.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -2.0% | +1.5% | -3.5% | -2.0% |
| 30D | -2.7% | -14.0% | +11.3% | -2.4% |
| 3M | -25.1% | -28.3% | +3.3% | -24.7% |
| 6M | -22.3% | -34.9% | +12.6% | -21.6% |
| YTD | -18.5% | -9.9% | -8.6% | -19.7% |
| 1Y | -21.8% | -3.6% | -18.2% | -23.7% |
| All | -21.8% | -3.3% | -18.5% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling