-76.0%
PCG vs CMS
+117.1%
-193.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -14.5% |
| 3M | -14.7% | -1.9% | -12.8% | -13.5% |
| 6M | -23.8% | -11.0% | -12.8% | -17.0% |
| YTD | -10.5% | +0.2% | -10.7% | -10.6% |
| 1Y | -5.1% | -1.3% | -3.8% | -4.3% |
| 3Y | -11.6% | +35.9% | -47.5% | -30.3% |
| 5Y | +59.0% | +23.1% | +35.9% | +31.9% |
| All | -76.0% | +117.1% | -193.1% | -86.9% |
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