+15.6%
CL vs PFG
+14.9%
+0.7%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +1.1% |
| 7D | +5.9% | -0.7% | +6.7% | +6.0% |
| 30D | +13.8% | +2.8% | +10.9% | +12.6% |
| 3M | +6.4% | -1.0% | +7.4% | +6.6% |
| 6M | +15.6% | +13.6% | +2.0% | +4.3% |
| All | +15.6% | +14.9% | +0.7% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling