-11.8%
CAG vs PFG
+51.4%
-63.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -3.8% | +5.5% | -9.3% | -4.1% |
| 30D | +3.1% | +2.4% | +0.8% | +3.2% |
| 3M | +23.5% | +13.6% | +9.9% | +22.0% |
| 6M | -14.8% | +27.9% | -42.7% | -17.0% |
| YTD | -5.4% | +35.6% | -41.0% | -8.5% |
| 1Y | -11.8% | +48.5% | -60.3% | -13.7% |
| All | -11.8% | +51.4% | -63.2% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling