+1,751.5%
CLS vs PFG
+203.0%
+1,548.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.0% | +3.8% | +5.6% |
| 7D | -10.6% | +2.3% | -12.8% | -11.7% |
| 30D | -38.4% | +7.6% | -46.0% | -41.0% |
| 3M | -29.9% | +2.5% | -32.4% | -31.0% |
| 6M | -40.6% | +16.6% | -57.3% | -46.4% |
| YTD | -24.6% | +34.1% | -58.6% | -37.7% |
| 1Y | -30.8% | +44.1% | -74.9% | -45.1% |
| 3Y | +811.7% | +86.3% | +725.5% | +515.0% |
| 5Y | +1,838.4% | +101.6% | +1,736.9% | +1,114.2% |
| 10Y | +1,751.5% | +197.9% | +1,553.6% | +763.9% |
| All | +1,751.5% | +203.0% | +1,548.5% | +763.9% |
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