+272.5%
PM vs CFG
+216.2%
+56.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +0.5% | +3.2% | -2.6% | -0.1% |
| 30D | -3.2% | +5.1% | -8.4% | -4.2% |
| 3M | +6.2% | -11.2% | +17.5% | +8.7% |
| 6M | +7.7% | +9.6% | -1.9% | +5.3% |
| YTD | +27.3% | +15.0% | +12.3% | +22.7% |
| 1Y | +32.8% | +29.9% | +2.9% | +24.7% |
| 3Y | +150.0% | +192.1% | -42.1% | +88.7% |
| 5Y | +164.2% | +62.3% | +101.9% | +124.5% |
| All | +272.5% | +216.2% | +56.3% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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