+144.6%
CAPR vs PFG
+91.4%
+53.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.3% | +5.7% |
| 7D | +41.1% | -0.6% | +41.7% | +41.9% |
| 30D | +11.1% | +2.0% | +9.1% | +10.1% |
| 3M | +115.3% | -3.2% | +118.5% | +117.9% |
| 6M | -73.8% | +10.9% | -84.7% | -76.9% |
| YTD | -68.8% | +28.8% | -97.7% | -75.7% |
| 1Y | +43.3% | +39.2% | +4.1% | +7.3% |
| 3Y | +214.7% | +75.0% | +139.6% | +110.3% |
| All | +144.6% | +91.4% | +53.2% | +59.0% |
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 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