+308.6%
CFG vs PFG
+239.4%
+69.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | +0.1% |
| 7D | +2.7% | +6.0% | -3.3% | -2.9% |
| 30D | -3.7% | +2.2% | -5.9% | -5.9% |
| 3M | +9.5% | +10.4% | -0.9% | -0.7% |
| 6M | +22.2% | +27.8% | -5.5% | -3.1% |
| YTD | +22.3% | +33.6% | -11.3% | -7.1% |
| 1Y | +39.4% | +49.3% | -9.8% | -4.5% |
| 3Y | +188.5% | +69.7% | +118.8% | +76.0% |
| 5Y | +101.5% | +111.3% | -9.8% | +0.5% |
| 10Y | +308.6% | +240.3% | +68.4% | +30.3% |
| All | +308.6% | +239.4% | +69.2% | +30.3% |
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