+5,294.5%
CF vs PFG
+366.1%
+4,928.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +7.6% |
| 7D | +0.4% | -0.7% | +1.1% | +0.4% |
| 30D | +2.2% | +2.8% | -0.6% | +0.8% |
| 3M | +2.1% | -1.0% | +3.1% | +1.9% |
| 6M | -6.5% | +13.6% | -20.1% | -11.8% |
| YTD | +55.6% | +31.1% | +24.5% | +37.9% |
| 1Y | +42.3% | +43.8% | -1.5% | +21.7% |
| 3Y | +55.7% | +75.0% | -19.3% | +21.0% |
| 5Y | +122.4% | +95.2% | +27.2% | +62.7% |
| 10Y | +568.5% | +207.5% | +361.0% | +304.5% |
| All | +5,294.5% | +366.1% | +4,928.5% | +2,116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling