+142.2%
CI vs PFG
+203.0%
-60.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.4% | -1.0% |
| 7D | +0.1% | +2.3% | -2.1% | -0.8% |
| 30D | +4.7% | +7.6% | -2.9% | +1.5% |
| 3M | +5.2% | +2.5% | +2.7% | +3.9% |
| 6M | +3.8% | +16.6% | -12.8% | -3.0% |
| YTD | +9.2% | +34.1% | -24.8% | -3.9% |
| 1Y | +14.3% | +44.1% | -29.8% | -2.6% |
| 3Y | +8.4% | +86.3% | -77.8% | -19.7% |
| 5Y | +50.0% | +101.6% | -51.5% | +3.3% |
| 10Y | +142.2% | +197.9% | -55.7% | +31.3% |
| All | +142.2% | +203.0% | -60.8% | +31.3% |
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