+87.3%
PCG vs CMI
+16,035.5%
-15,948.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -2.0% | +1.5% | -3.5% | -2.3% |
| 30D | -2.7% | -14.0% | +11.3% | 0.0% |
| 3M | -25.1% | -28.3% | +3.3% | -20.3% |
| 6M | -22.3% | -34.9% | +12.6% | -16.3% |
| YTD | -18.5% | -9.9% | -8.6% | -18.1% |
| 1Y | -21.8% | -3.6% | -18.2% | -22.6% |
| 3Y | -21.0% | +120.9% | -142.0% | -34.3% |
| 5Y | +8.1% | +116.1% | -108.0% | -10.1% |
| 10Y | -76.6% | +328.5% | -405.1% | -83.1% |
| All | +87.3% | +16,035.5% | -15,948.2% | -35.4% |
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