+113.2%
PCG vs CMI
+19,796.6%
-19,683.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +5.4% | +1.9% | +3.5% | +5.0% |
| 30D | -15.1% | -12.5% | -2.6% | -13.0% |
| 3M | -9.8% | -16.2% | +6.4% | -7.2% |
| 6M | -18.0% | +4.9% | -22.9% | -19.6% |
| YTD | -7.2% | +11.1% | -18.4% | -10.3% |
| 1Y | +2.9% | +43.4% | -40.5% | -5.7% |
| 3Y | -11.1% | +154.1% | -165.2% | -27.9% |
| 5Y | +61.8% | +169.5% | -107.7% | +29.2% |
| 10Y | -75.2% | +503.8% | -578.9% | -83.1% |
| All | +113.2% | +19,796.6% | -19,683.4% | -29.3% |
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