+3,973.2%
PG vs CMI
+19,626.5%
-15,653.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | +0.8% | -12.4% | +13.2% | +2.7% |
| 3M | -1.3% | -14.8% | +13.4% | +0.5% |
| 6M | -3.8% | +0.8% | -4.6% | -4.6% |
| YTD | +3.6% | +10.2% | -6.6% | +1.2% |
| 1Y | -5.7% | +37.4% | -43.2% | -11.1% |
| 3Y | +1.6% | +153.3% | -151.7% | -13.3% |
| 5Y | +14.6% | +167.6% | -153.0% | -3.8% |
| 10Y | +121.2% | +514.4% | -393.2% | +61.9% |
| All | +3,973.2% | +19,626.5% | -15,653.3% | +1,532.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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