+250.9%
PM vs CFG
+230.2%
+20.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -6.6% | +0.7% | -7.3% | -6.8% |
| 30D | -3.4% | +2.8% | -6.2% | -4.0% |
| 3M | +5.3% | -10.1% | +15.4% | +7.5% |
| 6M | +15.5% | +3.2% | +12.3% | +14.4% |
| YTD | +24.3% | +14.2% | +10.1% | +20.0% |
| 1Y | +29.7% | +27.4% | +2.3% | +22.3% |
| 3Y | +144.9% | +187.6% | -42.7% | +85.6% |
| 5Y | +159.0% | +65.7% | +93.3% | +119.0% |
| 10Y | +250.9% | +219.7% | +31.2% | +156.2% |
| All | +250.9% | +230.2% | +20.8% | +156.2% |
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