+280.5%
CG vs PFG
+565.6%
-285.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.5% |
| 7D | -1.2% | -0.6% | -0.5% | -0.7% |
| 30D | +5.0% | +2.0% | +3.0% | +3.8% |
| 3M | -18.2% | -3.2% | -15.0% | -16.5% |
| 6M | -20.7% | +10.9% | -31.6% | -26.0% |
| YTD | -31.4% | +28.8% | -60.3% | -41.8% |
| 1Y | -22.3% | +39.2% | -61.4% | -37.2% |
| 3Y | +50.2% | +75.0% | -24.9% | +6.6% |
| 5Y | -22.1% | +91.9% | -114.0% | -47.5% |
| 10Y | +295.5% | +202.3% | +93.2% | +83.9% |
| All | +280.5% | +565.6% | -285.1% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling