+4,692.5%
PG vs CMS
+478.1%
+4,214.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | +2.7% | +1.7% | +0.9% | +2.3% |
| 30D | +9.2% | +6.2% | +3.0% | +7.8% |
| 3M | +18.5% | +0.6% | +17.9% | +18.3% |
| 6M | +21.1% | -1.8% | +22.8% | +21.5% |
| YTD | +21.9% | +3.8% | +18.1% | +20.8% |
| 1Y | +18.1% | -1.8% | +19.9% | +18.5% |
| 3Y | +20.6% | +39.8% | -19.3% | +11.5% |
| 5Y | +31.8% | +37.1% | -5.3% | +22.2% |
| 10Y | +166.5% | +138.6% | +27.9% | +123.0% |
| All | +4,692.5% | +478.1% | +4,214.4% | +3,373.5% |
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