+2,953.7%
CLS vs PFG
+247.4%
+2,706.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.0% |
| 7D | +5.0% | -3.0% | +8.0% | +6.7% |
| 30D | +4.8% | +2.5% | +2.3% | +3.4% |
| 3M | -10.4% | +6.1% | -16.5% | -13.9% |
| 6M | +20.8% | +31.3% | -10.5% | +2.3% |
| YTD | +10.0% | +33.6% | -23.5% | -8.5% |
| 1Y | +28.5% | +48.5% | -20.0% | +0.1% |
| 3Y | +1,292.2% | +69.6% | +1,222.6% | +894.8% |
| 5Y | +3,616.8% | +111.5% | +3,505.3% | +2,178.5% |
| All | +2,953.7% | +247.4% | +2,706.3% | +1,252.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling