-37.6%
CAG vs PFG
+67.4%
-105.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -6.6% | +3.2% | -9.8% | -7.1% |
| 30D | +2.3% | +0.9% | +1.4% | +2.1% |
| 3M | +16.3% | +7.7% | +8.6% | +14.9% |
| 6M | -16.0% | +29.0% | -45.0% | -19.4% |
| YTD | -7.7% | +32.5% | -40.2% | -11.9% |
| 1Y | -16.0% | +47.3% | -63.3% | -21.3% |
| All | -37.6% | +67.4% | -105.0% | -45.4% |
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