+316.5%
PM vs CFG
+347.0%
-30.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | +2.7% | +1.1% | +1.6% | +2.5% |
| 3M | +5.2% | -12.0% | +17.2% | +7.8% |
| 6M | +17.0% | -2.2% | +19.2% | +17.2% |
| YTD | +25.5% | +11.4% | +14.1% | +22.0% |
| 1Y | +35.5% | +27.8% | +7.7% | +28.0% |
| 3Y | +143.9% | +173.3% | -29.4% | +89.3% |
| 5Y | +161.8% | +62.4% | +99.4% | +123.7% |
| 10Y | +235.9% | +249.6% | -13.6% | +120.5% |
| All | +316.5% | +347.0% | -30.5% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling