+47.7%
CI vs PFG
+91.4%
-43.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.1% |
| 7D | -1.6% | -0.6% | -0.9% | -1.4% |
| 30D | +5.4% | +2.0% | +3.4% | +4.8% |
| 3M | +7.3% | -3.2% | +10.4% | +8.1% |
| 6M | +5.3% | +10.9% | -5.6% | +2.1% |
| YTD | +8.5% | +28.8% | -20.4% | +0.7% |
| 1Y | +17.1% | +39.2% | -22.1% | +6.3% |
| 3Y | +1.4% | +75.0% | -73.6% | -16.1% |
| All | +47.7% | +91.4% | -43.7% | +11.8% |
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 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