-24.5%
CGNX vs PFG
+111.0%
-135.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.5% |
| 7D | +3.2% | -0.4% | +3.6% | +3.4% |
| 30D | +6.0% | +2.9% | +3.1% | +4.0% |
| 3M | +3.5% | +6.7% | -3.2% | -1.0% |
| 6M | +26.3% | +33.8% | -7.5% | +5.0% |
| YTD | +79.2% | +35.0% | +44.3% | +46.7% |
| 1Y | +43.8% | +46.4% | -2.6% | +11.2% |
| 3Y | +52.0% | +71.7% | -19.7% | +6.4% |
| All | -24.5% | +111.0% | -135.4% | -52.7% |
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