+1,427.5%
CB vs PFG
+1,015.3%
+412.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.3% |
| 7D | +0.5% | +5.5% | -5.0% | -1.6% |
| 30D | -3.1% | +2.4% | -5.5% | -4.0% |
| 3M | +9.0% | +13.6% | -4.6% | +3.7% |
| 6M | +2.9% | +27.9% | -25.0% | -6.6% |
| YTD | +10.1% | +35.6% | -25.4% | -2.4% |
| 1Y | +22.8% | +48.5% | -25.7% | +4.9% |
| 3Y | +73.8% | +66.9% | +6.9% | +39.6% |
| 5Y | +99.2% | +111.0% | -11.8% | +44.2% |
| 10Y | +218.2% | +244.5% | -26.3% | +83.4% |
| All | +1,427.5% | +1,015.3% | +412.2% | +324.8% |
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 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