-77.4%
CAPR vs PFG
+239.4%
-316.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.6% |
| 7D | -9.5% | +6.0% | -15.5% | -14.0% |
| 30D | +121.5% | +2.2% | +119.3% | +115.7% |
| 3M | -65.4% | +10.4% | -75.7% | -69.4% |
| 6M | -67.5% | +27.8% | -95.3% | -74.5% |
| YTD | -68.6% | +33.6% | -102.3% | -76.4% |
| 1Y | +42.7% | +49.3% | -6.6% | +0.1% |
| 3Y | +43.4% | +69.7% | -26.4% | -10.4% |
| 5Y | +86.0% | +111.3% | -25.3% | -8.4% |
| 10Y | -77.4% | +240.3% | -317.7% | -96.0% |
| All | -77.4% | +239.4% | -316.9% | -96.0% |
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