-16.0%
PCG vs CMS
+1.4%
-17.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | -0.3% |
| 7D | +1.9% | +4.1% | -2.2% | -1.3% |
| 30D | +8.5% | +10.9% | -2.4% | -0.7% |
| 3M | -22.9% | -0.2% | -22.6% | -22.9% |
| 6M | -16.8% | -4.7% | -12.0% | -13.7% |
| YTD | -15.8% | +3.9% | -19.7% | -18.0% |
| 1Y | -16.0% | +0.4% | -16.3% | -16.4% |
| All | -16.0% | +1.4% | -17.4% | -16.4% |
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