-25.6%
CG vs PFG
+51.4%
-77.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.4% |
| 7D | -4.3% | +5.5% | -9.8% | -8.6% |
| 30D | -5.1% | +2.4% | -7.5% | -6.9% |
| 3M | +8.7% | +13.6% | -4.9% | -2.9% |
| 6M | -9.2% | +27.9% | -37.1% | -27.2% |
| YTD | -18.9% | +35.6% | -54.4% | -37.4% |
| 1Y | -25.6% | +48.5% | -74.1% | -45.8% |
| All | -25.6% | +51.4% | -77.0% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling