+481.0%
CF vs PFG
+195.4%
+285.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.3% |
| 7D | +4.8% | +3.0% | +1.8% | +2.8% |
| 30D | +9.7% | +8.2% | +1.5% | +4.9% |
| 3M | +1.2% | +2.7% | -1.4% | -1.0% |
| 6M | +7.4% | +17.2% | -9.9% | -2.5% |
| YTD | +60.5% | +34.8% | +25.8% | +33.6% |
| 1Y | +50.7% | +43.6% | +7.2% | +21.1% |
| 3Y | +64.8% | +85.4% | -20.6% | +10.1% |
| 5Y | +115.8% | +102.2% | +13.6% | +30.7% |
| 10Y | +481.0% | +190.2% | +290.8% | +156.2% |
| All | +481.0% | +195.4% | +285.6% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling