+116.1%
PG vs CMS
+118.9%
-2.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | -0.8% | -1.9% | +1.1% | +0.2% |
| 30D | +0.8% | -4.1% | +4.9% | +2.9% |
| 3M | -1.3% | -7.1% | +5.7% | +2.2% |
| 6M | -3.8% | -10.1% | +6.2% | +1.1% |
| YTD | +3.6% | -1.7% | +5.3% | +4.1% |
| 1Y | -5.7% | -3.4% | -2.3% | -4.6% |
| 3Y | +1.6% | +31.6% | -30.0% | -13.3% |
| 5Y | +14.6% | +23.3% | -8.7% | 0.0% |
| All | +116.1% | +118.9% | -2.7% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling