+189.0%
CDE vs PFG
+111.0%
+78.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | +9.5% | +2.9% | +6.6% | +7.3% |
| 3M | +25.5% | +6.7% | +18.8% | +19.8% |
| 6M | -7.9% | +33.8% | -41.7% | -23.7% |
| YTD | +15.6% | +35.0% | -19.4% | -4.9% |
| 1Y | +34.0% | +46.4% | -12.4% | +4.7% |
| 3Y | +791.9% | +71.7% | +720.3% | +520.6% |
| All | +189.0% | +111.0% | +78.0% | +78.7% |
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