+119.6%
PM vs CFG
+180.9%
-61.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -4.9% | +1.5% | -6.4% | -5.0% |
| 30D | -3.4% | -3.8% | +0.4% | -3.2% |
| 3M | +5.2% | +11.5% | -6.3% | +4.5% |
| 6M | +3.7% | +19.2% | -15.5% | +2.7% |
| YTD | +15.8% | +23.7% | -7.9% | +14.2% |
| 1Y | +17.4% | +38.8% | -21.5% | +14.9% |
| All | +119.6% | +180.9% | -61.3% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling