+105.9%
CB vs PFG
+95.0%
+11.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +7.4% | +5.0% | +2.4% | +5.3% |
| 3M | +8.6% | +0.1% | +8.6% | +8.4% |
| 6M | +16.1% | +13.8% | +2.4% | +10.2% |
| YTD | +20.2% | +31.2% | -11.0% | +7.5% |
| 1Y | +27.2% | +37.1% | -9.9% | +11.7% |
| 3Y | +72.7% | +80.6% | -7.9% | +31.7% |
| 5Y | +105.9% | +93.7% | +12.2% | +44.2% |
| All | +105.9% | +95.0% | +11.0% | +44.2% |
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 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