+568.0%
CF vs PFG
+195.7%
+372.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.5% |
| 7D | -3.2% | -0.6% | -2.5% | -3.2% |
| 30D | +4.3% | +2.0% | +2.3% | +2.8% |
| 3M | +2.8% | -3.2% | +6.0% | +3.6% |
| 6M | +0.6% | +10.9% | -10.3% | -6.1% |
| YTD | +56.6% | +28.8% | +27.8% | +33.2% |
| 1Y | +49.6% | +39.2% | +10.4% | +21.9% |
| 3Y | +61.5% | +75.0% | -13.6% | +11.0% |
| 5Y | +124.0% | +91.9% | +32.0% | +39.0% |
| All | +568.0% | +195.7% | +372.2% | +173.5% |
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