-76.4%
PCG vs CMS
+137.8%
-214.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -2.2% | -1.1% | -1.1% | -1.4% |
| 30D | -0.5% | +6.6% | -7.0% | -5.3% |
| 3M | -24.0% | +0.8% | -24.8% | -24.5% |
| 6M | -18.6% | -3.3% | -15.3% | -16.7% |
| YTD | -17.7% | +2.7% | -20.4% | -19.4% |
| 1Y | -20.0% | -4.0% | -16.0% | -17.7% |
| 3Y | -20.2% | +37.6% | -57.8% | -37.6% |
| 5Y | +8.4% | +35.4% | -27.1% | -16.4% |
| 10Y | -76.4% | +136.0% | -212.4% | -87.7% |
| All | -76.4% | +137.8% | -214.1% | -87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling