+61.8%
PCG vs CMI
+170.2%
-108.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +5.4% | +1.9% | +3.5% | +4.9% |
| 30D | -15.1% | -12.5% | -2.6% | -12.3% |
| 3M | -9.8% | -16.2% | +6.4% | -6.4% |
| 6M | -18.0% | +4.9% | -22.9% | -21.1% |
| YTD | -7.2% | +11.1% | -18.4% | -13.1% |
| 1Y | +2.9% | +43.4% | -40.5% | -12.3% |
| 3Y | -11.1% | +154.1% | -165.2% | -41.3% |
| 5Y | +61.8% | +169.5% | -107.7% | -1.8% |
| All | +61.8% | +170.2% | -108.4% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling