-21.9%
CG vs PFG
+94.0%
-115.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.8% |
| 7D | -1.2% | -0.6% | -0.5% | -0.5% |
| 30D | +5.0% | +2.0% | +3.0% | +3.4% |
| 3M | -18.2% | -3.2% | -15.0% | -16.1% |
| 6M | -20.7% | +10.9% | -31.6% | -28.0% |
| YTD | -31.4% | +28.8% | -60.3% | -45.4% |
| 1Y | -22.3% | +39.2% | -61.4% | -42.1% |
| 3Y | +50.2% | +75.0% | -24.9% | -7.1% |
| All | -21.9% | +94.0% | -115.8% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling