+477.7%
CL vs PFG
+960.1%
-482.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | +1.3% | -0.6% | +2.0% | +1.4% |
| 30D | +11.4% | +2.0% | +9.3% | +11.0% |
| 3M | +4.4% | -3.2% | +7.6% | +4.8% |
| 6M | +10.8% | +10.9% | -0.1% | +9.0% |
| YTD | +25.1% | +28.8% | -3.7% | +20.2% |
| 1Y | +28.0% | +39.2% | -11.2% | +21.5% |
| 3Y | +37.6% | +75.0% | -37.4% | +25.1% |
| 5Y | +39.7% | +91.9% | -52.2% | +23.8% |
| 10Y | +75.8% | +202.3% | -126.5% | +39.3% |
| All | +477.7% | +960.1% | -482.5% | +223.7% |
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