+490.4%
CL vs PFG
+978.4%
-488.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +0.5% |
| 7D | +5.9% | -0.7% | +6.7% | +6.0% |
| 30D | +13.8% | +2.8% | +10.9% | +13.3% |
| 3M | +6.4% | -1.0% | +7.4% | +6.5% |
| 6M | +15.6% | +13.6% | +2.0% | +13.3% |
| YTD | +27.9% | +31.1% | -3.2% | +22.5% |
| 1Y | +31.4% | +43.8% | -12.4% | +24.1% |
| 3Y | +41.4% | +75.0% | -33.6% | +28.5% |
| 5Y | +42.8% | +95.2% | -52.5% | +26.2% |
| 10Y | +79.7% | +207.5% | -127.9% | +42.0% |
| All | +490.4% | +978.4% | -488.0% | +230.0% |
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