+1,541.7%
CGNX vs PFG
+998.8%
+542.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +1.5% | -3.0% | +4.5% | +2.7% |
| 30D | -1.8% | +2.5% | -4.3% | -2.9% |
| 3M | +5.3% | +6.1% | -0.8% | +2.4% |
| 6M | +22.3% | +31.3% | -9.0% | +9.3% |
| YTD | +72.2% | +33.6% | +38.6% | +52.1% |
| 1Y | +39.8% | +48.5% | -8.7% | +18.3% |
| 3Y | +44.8% | +69.6% | -24.8% | +16.9% |
| 5Y | -27.0% | +111.5% | -138.5% | -46.3% |
| 10Y | +177.7% | +244.2% | -66.5% | +62.9% |
| All | +1,541.7% | +998.8% | +542.8% | +328.6% |
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