-19.5%
PCG vs CMS
-1.6%
-17.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -0.6% |
| 30D | +1.4% | +6.3% | -4.9% | -4.0% |
| 3M | -23.4% | -2.1% | -21.3% | -22.3% |
| 6M | -19.4% | -5.1% | -14.3% | -16.2% |
| YTD | -18.5% | +1.3% | -19.7% | -19.1% |
| 1Y | -19.5% | -1.4% | -18.1% | -18.8% |
| All | -19.5% | -1.6% | -17.9% | -18.8% |
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