+140.4%
CI vs PFG
+239.4%
-99.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.3% |
| 7D | -2.0% | +6.0% | -8.0% | -4.4% |
| 30D | -1.8% | +2.2% | -4.0% | -2.8% |
| 3M | -4.2% | +10.4% | -14.6% | -8.3% |
| 6M | +2.7% | +27.8% | -25.1% | -7.6% |
| YTD | +1.9% | +33.6% | -31.7% | -10.1% |
| 1Y | -6.3% | +49.3% | -55.5% | -21.4% |
| 3Y | +3.9% | +69.7% | -65.9% | -19.9% |
| 5Y | +41.9% | +111.3% | -69.5% | -4.5% |
| 10Y | +140.4% | +240.3% | -99.9% | +24.2% |
| All | +140.4% | +239.4% | -99.1% | +24.2% |
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