+305.9%
CG vs PFG
+195.4%
+110.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.8% |
| 7D | +2.0% | +3.0% | -1.0% | +0.2% |
| 30D | +8.5% | +8.2% | +0.4% | +3.2% |
| 3M | -12.1% | +2.7% | -14.8% | -13.7% |
| 6M | -16.4% | +17.2% | -33.7% | -25.0% |
| YTD | -28.0% | +34.8% | -62.7% | -40.9% |
| 1Y | -18.9% | +43.6% | -62.5% | -36.2% |
| 3Y | +51.2% | +85.4% | -34.2% | +2.7% |
| 5Y | -15.9% | +102.2% | -118.0% | -45.6% |
| 10Y | +305.9% | +190.2% | +115.7% | +94.9% |
| All | +305.9% | +195.4% | +110.5% | +94.9% |
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