-36.0%
CAG vs PFG
+82.7%
-118.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -3.3% | +2.4% | -5.7% | -3.7% |
| 30D | +7.7% | +5.9% | +1.8% | +6.8% |
| 3M | -3.2% | -0.4% | -2.7% | -3.2% |
| 6M | +7.0% | +14.8% | -7.9% | +4.7% |
| YTD | -9.0% | +31.9% | -40.9% | -12.8% |
| 1Y | -9.6% | +38.8% | -48.4% | -14.0% |
| 3Y | -36.0% | +82.4% | -118.4% | -43.9% |
| All | -36.0% | +82.7% | -118.6% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling