+274.8%
CG vs PFG
+184.0%
+90.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +0.2% | +2.4% | -2.2% | -1.3% |
| 30D | +11.2% | +5.9% | +5.3% | +7.3% |
| 3M | -22.1% | -0.4% | -21.6% | -21.9% |
| 6M | -17.9% | +14.8% | -32.8% | -25.3% |
| YTD | -31.3% | +31.9% | -63.2% | -42.8% |
| 1Y | -24.0% | +38.8% | -62.8% | -38.8% |
| 3Y | +45.0% | +82.4% | -37.4% | -0.5% |
| 5Y | -22.6% | +94.7% | -117.3% | -48.8% |
| All | +274.8% | +184.0% | +90.9% | +80.5% |
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