+116.9%
CAG vs PFG
+999.6%
-882.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -5.3% | +6.0% | -11.3% | -6.1% |
| 30D | +1.0% | +2.2% | -1.2% | +0.6% |
| 3M | +17.4% | +10.4% | +7.0% | +15.6% |
| 6M | -16.8% | +27.8% | -44.6% | -19.7% |
| YTD | -6.8% | +33.6% | -40.4% | -10.7% |
| 1Y | -15.4% | +49.3% | -64.7% | -20.2% |
| 3Y | -37.1% | +69.7% | -106.8% | -42.1% |
| 5Y | -41.3% | +111.3% | -152.6% | -48.0% |
| 10Y | -35.5% | +240.3% | -275.7% | -48.4% |
| All | +116.9% | +999.6% | -882.7% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling