+331.2%
CG vs PFG
+239.8%
+91.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.4% |
| 7D | -6.4% | +3.2% | -9.6% | -8.5% |
| 30D | -7.1% | +0.9% | -8.0% | -7.8% |
| 3M | -1.6% | +7.7% | -9.3% | -6.6% |
| 6M | -8.3% | +29.0% | -37.3% | -22.8% |
| YTD | -23.8% | +32.5% | -56.3% | -36.8% |
| 1Y | -28.7% | +47.3% | -76.0% | -44.9% |
| 3Y | +49.2% | +68.2% | -19.1% | +7.6% |
| 5Y | +5.5% | +108.5% | -103.0% | -32.7% |
| 10Y | +331.2% | +241.4% | +89.9% | +84.1% |
| All | +331.2% | +239.8% | +91.5% | +84.1% |
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