+1,164.2%
CI vs PFG
+1,015.3%
+148.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | +1.3% | +5.5% | -4.2% | -0.9% |
| 30D | +4.4% | +2.4% | +2.1% | +3.3% |
| 3M | +0.7% | +13.6% | -12.9% | -4.5% |
| 6M | +0.3% | +27.9% | -27.5% | -9.3% |
| YTD | +3.8% | +35.6% | -31.7% | -8.5% |
| 1Y | -5.5% | +48.5% | -54.0% | -19.9% |
| 3Y | +8.1% | +66.9% | -58.8% | -14.7% |
| 5Y | +42.8% | +111.0% | -68.2% | +0.1% |
| 10Y | +143.9% | +244.5% | -100.6% | +32.0% |
| All | +1,164.2% | +1,015.3% | +148.9% | +203.8% |
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 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