-19.4%
PCG vs CMS
-2.7%
-16.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.8% |
| 7D | +2.2% | +1.7% | +0.4% | +0.8% |
| 30D | +0.8% | +6.2% | -5.4% | -4.3% |
| 3M | -23.8% | +0.6% | -24.4% | -24.3% |
| 6M | -19.6% | -1.8% | -17.9% | -18.7% |
| YTD | -16.7% | +3.8% | -20.6% | -19.3% |
| 1Y | -19.4% | -1.8% | -17.6% | -18.6% |
| All | -19.4% | -2.7% | -16.7% | -18.6% |
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