+192.8%
PM vs CFG
+324.8%
-132.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -4.9% | +1.5% | -6.4% | -5.2% |
| 30D | -3.4% | -3.8% | +0.4% | -2.7% |
| 3M | +5.2% | +11.5% | -6.3% | +2.7% |
| 6M | +3.7% | +19.2% | -15.5% | -0.3% |
| YTD | +15.8% | +23.7% | -7.9% | +10.2% |
| 1Y | +17.4% | +38.8% | -21.5% | +8.8% |
| 3Y | +116.9% | +178.9% | -62.0% | +66.7% |
| 5Y | +117.3% | +101.8% | +15.5% | +76.0% |
| All | +192.8% | +324.8% | -132.0% | +98.4% |
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