+192.1%
CFG vs PFG
+82.7%
+109.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.2% |
| 7D | +3.2% | +2.4% | +0.8% | +1.2% |
| 30D | +5.1% | +5.9% | -0.7% | +0.2% |
| 3M | -11.2% | -0.4% | -10.8% | -11.3% |
| 6M | +9.6% | +14.8% | -5.3% | -3.8% |
| YTD | +15.0% | +31.9% | -17.0% | -11.1% |
| 1Y | +29.9% | +38.8% | -9.0% | -4.3% |
| 3Y | +192.1% | +82.4% | +109.7% | +45.8% |
| All | +192.1% | +82.7% | +109.4% | +45.8% |
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