+173.3%
CFG vs PFG
+72.1%
+101.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | +0.5% |
| 7D | -0.9% | -0.6% | -0.2% | -0.4% |
| 30D | +1.1% | +2.0% | -0.9% | -0.7% |
| 3M | -12.0% | -3.2% | -8.8% | -10.0% |
| 6M | -2.2% | +10.9% | -13.2% | -11.5% |
| YTD | +11.4% | +28.8% | -17.4% | -12.2% |
| 1Y | +27.8% | +39.2% | -11.3% | -6.1% |
| 3Y | +173.3% | +75.0% | +98.3% | +45.2% |
| All | +173.3% | +72.1% | +101.2% | +45.2% |
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