+4,006.0%
PG vs CMS
+457.8%
+3,548.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -0.2% | -3.6% | +3.4% | +0.5% |
| 3M | +4.8% | -1.9% | +6.7% | +5.2% |
| 6M | -6.1% | -11.0% | +4.9% | -3.7% |
| YTD | +4.5% | +0.2% | +4.3% | +4.3% |
| 1Y | -5.3% | -1.3% | -4.0% | -5.2% |
| 3Y | +2.6% | +35.9% | -33.4% | -4.6% |
| 5Y | +15.6% | +23.1% | -7.5% | +9.6% |
| 10Y | +118.0% | +117.9% | +0.1% | +85.6% |
| All | +4,006.0% | +457.8% | +3,548.2% | +2,899.4% |
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