+73.0%
CF vs PFG
+67.7%
+5.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.0% |
| 7D | +6.0% | +5.5% | +0.5% | +5.3% |
| 30D | +14.8% | +2.4% | +12.5% | +14.5% |
| 3M | +14.1% | +13.6% | +0.5% | +11.9% |
| 6M | +28.5% | +27.9% | +0.6% | +23.4% |
| YTD | +74.9% | +35.6% | +39.4% | +65.0% |
| 1Y | +61.7% | +48.5% | +13.2% | +48.7% |
| All | +73.0% | +67.7% | +5.4% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling