+4,642.6%
PG vs CMS
+468.6%
+4,174.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.6% | -1.3% | +1.8% | +0.9% |
| 30D | +10.5% | +5.3% | +5.3% | +9.3% |
| 3M | +17.4% | -0.3% | +17.7% | +17.5% |
| 6M | +18.4% | -4.0% | +22.5% | +19.5% |
| YTD | +20.7% | +2.1% | +18.5% | +20.0% |
| 1Y | +16.8% | -4.7% | +21.5% | +18.0% |
| 3Y | +20.1% | +36.8% | -16.7% | +11.7% |
| 5Y | +30.4% | +34.9% | -4.4% | +21.4% |
| 10Y | +163.7% | +134.7% | +29.0% | +121.5% |
| All | +4,642.6% | +468.6% | +4,174.0% | +3,350.4% |
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