+248.2%
CB vs PFG
+195.7%
+52.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.0% |
| 7D | +0.2% | -0.6% | +0.9% | +0.5% |
| 30D | +9.1% | +2.0% | +7.1% | +8.0% |
| 3M | +3.4% | -3.2% | +6.6% | +4.7% |
| 6M | +14.1% | +10.9% | +3.2% | +8.4% |
| YTD | +18.0% | +28.8% | -10.8% | +4.1% |
| 1Y | +30.1% | +39.2% | -9.0% | +10.6% |
| 3Y | +71.8% | +75.0% | -3.3% | +27.5% |
| 5Y | +101.8% | +91.9% | +9.9% | +39.3% |
| All | +248.2% | +195.7% | +52.5% | +84.8% |
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