-65.0%
CBRS vs PFG
+14.5%
-79.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.5% | +10.7% | +11.0% |
| 7D | +21.2% | +2.4% | +18.9% | +20.0% |
| 30D | -23.2% | +5.9% | -29.0% | -24.3% |
| 3M | -52.9% | -0.4% | -52.5% | -53.2% |
| All | -65.0% | +14.5% | -79.5% | -68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling