-58.8%
CAPR vs PFG
+189.4%
-248.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -1.1% | +27.6% | +27.3% |
| 7D | +25.8% | -2.2% | +28.0% | +27.7% |
| 30D | +50.2% | +6.4% | +43.8% | +43.9% |
| 3M | +185.5% | +2.2% | +183.3% | +177.6% |
| 6M | -64.8% | +16.3% | -81.1% | -70.2% |
| YTD | -61.1% | +33.2% | -94.4% | -70.8% |
| 1Y | +81.0% | +40.6% | +40.4% | +32.2% |
| 3Y | +300.7% | +83.3% | +217.4% | +136.5% |
| 5Y | +223.3% | +97.7% | +125.6% | +69.4% |
| 10Y | -58.8% | +189.9% | -248.6% | -89.8% |
| All | -58.8% | +189.4% | -248.1% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling