+91.1%
PCG vs CMS
+475.9%
-384.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | 0.0% | +1.7% | -1.7% | -0.7% |
| 30D | +5.8% | +8.6% | -2.8% | +2.0% |
| 3M | -22.8% | -0.5% | -22.3% | -22.6% |
| 6M | -18.4% | -4.2% | -14.2% | -16.9% |
| YTD | -16.9% | +3.4% | -20.3% | -18.0% |
| 1Y | -17.6% | +0.4% | -18.1% | -17.7% |
| 3Y | -20.0% | +38.2% | -58.2% | -30.2% |
| 5Y | +16.0% | +35.4% | -19.4% | +1.6% |
| 10Y | -76.7% | +131.7% | -208.4% | -83.1% |
| All | +91.1% | +475.9% | -384.8% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling