+178.7%
CAPR vs PFG
+92.7%
+85.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -7.3% |
| 7D | +5.9% | +2.4% | +3.5% | +4.3% |
| 30D | +44.6% | +5.9% | +38.7% | +39.9% |
| 3M | +126.4% | -0.4% | +126.8% | +124.9% |
| 6M | -68.6% | +14.8% | -83.4% | -72.9% |
| YTD | -67.0% | +31.9% | -98.9% | -74.7% |
| 1Y | +65.2% | +38.8% | +26.4% | +23.1% |
| 3Y | +235.6% | +82.4% | +153.2% | +118.5% |
| All | +178.7% | +92.7% | +85.9% | +78.3% |
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