+319.6%
CFG vs PR
+147.8%
+171.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.7% | -2.2% |
| 7D | -2.2% | -16.5% | +14.4% | +1.0% |
| 30D | +0.4% | -4.5% | +4.9% | +1.0% |
| 3M | -12.6% | +8.5% | -21.1% | -14.3% |
| 6M | +0.6% | -3.3% | +3.9% | +0.3% |
| YTD | +12.4% | +55.7% | -43.3% | +2.1% |
| 1Y | +27.7% | +82.0% | -54.4% | +12.5% |
| 3Y | +172.4% | +62.5% | +109.9% | +142.7% |
| 5Y | +64.0% | +223.9% | -160.0% | +23.7% |
| 10Y | +252.8% | +64.2% | +188.6% | +103.9% |
| All | +319.6% | +147.8% | +171.8% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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