+47.0%
CF vs PFG
+43.7%
+3.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | +1.2% |
| 7D | -0.9% | +2.3% | -3.2% | -0.1% |
| 30D | +6.9% | +7.6% | -0.7% | +9.0% |
| 3M | +4.8% | +2.5% | +2.3% | +6.0% |
| 6M | +4.7% | +16.6% | -11.9% | +11.0% |
| YTD | +56.5% | +34.1% | +22.4% | +67.3% |
| All | +47.0% | +43.7% | +3.2% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling