-98.0%
CAPR vs PFG
+225.0%
-323.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.3% | +5.0% |
| 7D | +41.1% | -0.6% | +41.7% | +41.3% |
| 30D | +11.1% | +2.0% | +9.1% | +10.8% |
| 3M | +115.3% | -3.2% | +118.5% | +116.3% |
| 6M | -73.8% | +10.9% | -84.7% | -74.7% |
| YTD | -68.8% | +28.8% | -97.7% | -70.9% |
| 1Y | +43.3% | +39.2% | +4.1% | +32.3% |
| 3Y | +214.7% | +75.0% | +139.6% | +178.2% |
| 5Y | +141.3% | +91.9% | +49.3% | +109.1% |
| 10Y | -67.0% | +202.3% | -269.3% | -74.8% |
| All | -98.0% | +225.0% | -323.0% | -97.6% |
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