+146.2%
CDE vs PFG
+999.6%
-853.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.3% |
| 7D | +2.3% | +6.0% | -3.7% | +0.3% |
| 30D | +18.8% | +2.2% | +16.6% | +17.8% |
| 3M | +23.5% | +10.4% | +13.1% | +19.2% |
| 6M | -8.6% | +27.8% | -36.4% | -15.8% |
| YTD | +16.0% | +33.6% | -17.6% | +5.4% |
| 1Y | +42.1% | +49.3% | -7.2% | +24.5% |
| 3Y | +835.9% | +69.7% | +766.2% | +688.8% |
| 5Y | +197.6% | +111.3% | +86.3% | +133.8% |
| 10Y | +39.6% | +240.3% | -200.7% | -10.3% |
| All | +146.2% | +999.6% | -853.4% | -2.4% |
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