+246.7%
CB vs PFG
+189.4%
+57.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.8% |
| 7D | -1.0% | -2.2% | +1.2% | -0.1% |
| 30D | +7.3% | +6.4% | +1.0% | +4.2% |
| 3M | +7.0% | +2.2% | +4.8% | +5.6% |
| 6M | +16.3% | +16.3% | +0.1% | +8.1% |
| YTD | +19.7% | +33.2% | -13.5% | +3.9% |
| 1Y | +27.8% | +40.6% | -12.8% | +8.0% |
| 3Y | +72.0% | +83.3% | -11.3% | +24.9% |
| 5Y | +104.9% | +97.7% | +7.1% | +39.4% |
| 10Y | +246.7% | +189.9% | +56.9% | +81.2% |
| All | +246.7% | +189.4% | +57.4% | +81.2% |
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