-77.6%
PCG vs CMS
+125.4%
-203.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -0.4% |
| 7D | -1.6% | -1.3% | -0.3% | -0.6% |
| 30D | +1.4% | +6.3% | -4.9% | -3.3% |
| 3M | -23.4% | -2.1% | -21.3% | -22.3% |
| 6M | -19.4% | -5.1% | -14.3% | -16.3% |
| YTD | -18.5% | +1.3% | -19.7% | -19.3% |
| 1Y | -19.5% | -1.4% | -18.1% | -18.8% |
| 3Y | -21.0% | +36.9% | -57.9% | -38.0% |
| 5Y | +13.7% | +32.5% | -18.8% | -10.8% |
| All | -77.6% | +125.4% | -203.1% | -87.9% |
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