-43.5%
CAG vs PFG
+111.0%
-154.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | -5.7% | -0.4% | -5.2% | -5.6% |
| 30D | -2.4% | +2.9% | -5.3% | -3.0% |
| 3M | +9.8% | +6.7% | +3.1% | +8.4% |
| 6M | -10.8% | +33.8% | -44.6% | -15.5% |
| YTD | -10.8% | +35.0% | -45.8% | -15.8% |
| 1Y | -19.0% | +46.4% | -65.4% | -24.7% |
| 3Y | -39.7% | +71.7% | -111.3% | -46.5% |
| All | -43.5% | +111.0% | -154.4% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling