-19.0%
CAG vs PFG
+49.5%
-68.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.7% |
| 7D | -5.7% | -0.4% | -5.2% | -5.7% |
| 30D | -2.4% | +2.9% | -5.3% | -2.5% |
| 3M | +9.8% | +6.7% | +3.1% | +9.0% |
| 6M | -10.8% | +33.8% | -44.6% | -13.5% |
| YTD | -10.8% | +35.0% | -45.8% | -14.0% |
| 1Y | -19.0% | +46.4% | -65.4% | -21.6% |
| All | -19.0% | +49.5% | -68.4% | -21.6% |
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