-5.1%
PCG vs CMS
-1.9%
-3.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.6% |
| 7D | -13.9% | +0.4% | -14.2% | -14.1% |
| 30D | -16.9% | -3.6% | -13.3% | -14.4% |
| 3M | -14.7% | -1.9% | -12.8% | -13.6% |
| 6M | -23.8% | -11.0% | -12.8% | -16.1% |
| YTD | -10.5% | +0.2% | -10.7% | -10.4% |
| 1Y | -5.1% | -1.3% | -3.8% | -4.4% |
| All | -5.1% | -1.9% | -3.2% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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