+428.0%
CL vs PFG
+1,015.3%
-587.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.2% |
| 7D | -2.2% | +5.5% | -7.7% | -3.0% |
| 30D | -4.8% | +2.4% | -7.2% | -5.2% |
| 3M | +4.9% | +13.6% | -8.7% | +2.9% |
| 6M | -5.7% | +27.9% | -33.6% | -9.2% |
| YTD | +14.4% | +35.6% | -21.2% | +9.1% |
| 1Y | +8.7% | +48.5% | -39.7% | +2.2% |
| 3Y | +30.0% | +66.9% | -36.9% | +18.9% |
| 5Y | +28.4% | +111.0% | -82.6% | +12.1% |
| 10Y | +50.1% | +244.5% | -194.4% | +16.7% |
| All | +428.0% | +1,015.3% | -587.2% | +193.7% |
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