+340.1%
PG vs CMG
+3,922.2%
-3,582.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | -2.1% | +1.3% | -0.6% |
| 30D | +0.8% | +10.9% | -10.1% | -0.2% |
| 3M | -1.3% | +15.8% | -17.2% | -3.1% |
| 6M | -3.8% | +6.9% | -10.8% | -4.9% |
| YTD | +3.6% | -2.2% | +5.8% | +3.2% |
| 1Y | -5.7% | -7.1% | +1.4% | -5.9% |
| 3Y | +1.6% | -7.1% | +8.7% | +0.3% |
| 5Y | +14.6% | -4.8% | +19.4% | +11.6% |
| 10Y | +121.2% | +324.3% | -203.1% | +79.2% |
| All | +340.1% | +3,922.2% | -3,582.1% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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