-97.9%
CAPR vs PFG
+241.9%
-339.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | -2.0% | +5.5% | -7.5% | -3.2% |
| 30D | +139.2% | +2.4% | +136.8% | +137.5% |
| 3M | -66.4% | +13.6% | -79.9% | -67.7% |
| 6M | -63.1% | +27.9% | -91.0% | -65.5% |
| YTD | -67.4% | +35.6% | -103.0% | -69.9% |
| 1Y | +58.2% | +48.5% | +9.8% | +44.1% |
| 3Y | +42.2% | +66.9% | -24.7% | +26.7% |
| 5Y | +87.3% | +111.0% | -23.7% | +59.2% |
| 10Y | -75.3% | +244.5% | -319.8% | -81.4% |
| All | -97.9% | +241.9% | -339.8% | -97.5% |
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