-35.3%
CLS vs PFG
+43.7%
-79.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.0% | +3.8% | +6.9% |
| 7D | -10.6% | +2.3% | -12.8% | -10.7% |
| 30D | -38.4% | +7.6% | -46.0% | -39.0% |
| 3M | -29.9% | +2.5% | -32.4% | -30.3% |
| 6M | -40.6% | +16.6% | -57.3% | -43.2% |
| YTD | -24.6% | +34.1% | -58.6% | -33.8% |
| All | -35.3% | +43.7% | -79.0% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling