+91.1%
PCG vs CMI
+15,992.3%
-15,901.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.2% |
| 7D | -0.5% | -9.3% | +8.8% | +1.4% |
| 30D | +0.8% | -13.2% | +14.0% | +3.4% |
| 3M | -22.0% | -28.2% | +6.1% | -17.1% |
| 6M | -17.1% | -32.7% | +15.6% | -11.3% |
| YTD | -16.9% | -10.1% | -6.7% | -16.4% |
| 1Y | -19.1% | -4.9% | -14.2% | -19.6% |
| 3Y | -19.4% | +120.4% | -139.8% | -32.9% |
| 5Y | +9.0% | +114.3% | -105.3% | -9.2% |
| 10Y | -76.2% | +324.8% | -401.0% | -82.7% |
| All | +91.1% | +15,992.3% | -15,901.2% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling