+577.4%
CF vs PFG
+244.0%
+333.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.5% |
| 7D | +6.0% | +5.5% | +0.5% | +2.9% |
| 30D | +14.8% | +2.4% | +12.5% | +13.2% |
| 3M | +14.1% | +13.6% | +0.5% | +6.0% |
| 6M | +28.5% | +27.9% | +0.6% | +11.2% |
| YTD | +74.9% | +35.6% | +39.4% | +45.9% |
| 1Y | +61.7% | +48.5% | +13.2% | +27.8% |
| 3Y | +80.3% | +66.9% | +13.5% | +28.6% |
| 5Y | +226.0% | +111.0% | +115.0% | +93.1% |
| All | +577.4% | +244.0% | +333.4% | +154.9% |
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