+487.0%
CF vs PFG
+203.0%
+284.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -2.1% |
| 7D | -0.9% | +2.3% | -3.2% | -2.4% |
| 30D | +6.9% | +7.6% | -0.7% | +2.5% |
| 3M | +4.8% | +2.5% | +2.3% | +2.6% |
| 6M | +4.7% | +16.6% | -11.9% | -4.8% |
| YTD | +56.5% | +34.1% | +22.4% | +30.5% |
| 1Y | +48.4% | +44.1% | +4.4% | +18.9% |
| 3Y | +59.1% | +86.3% | -27.1% | +5.9% |
| 5Y | +109.5% | +101.6% | +8.0% | +27.0% |
| 10Y | +487.0% | +197.9% | +289.1% | +151.2% |
| All | +487.0% | +203.0% | +284.0% | +151.2% |
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