+737.2%
CLS vs PFG
+1,015.3%
-278.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.4% |
| 7D | +4.6% | +5.5% | -1.0% | +2.4% |
| 30D | -13.9% | +2.4% | -16.3% | -14.6% |
| 3M | -26.6% | +13.6% | -40.1% | -30.6% |
| 6M | +15.4% | +27.9% | -12.5% | +4.0% |
| YTD | +5.7% | +35.6% | -29.9% | -7.4% |
| 1Y | +41.1% | +48.5% | -7.3% | +19.0% |
| 3Y | +1,228.6% | +66.9% | +1,161.7% | +968.4% |
| 5Y | +3,240.6% | +111.0% | +3,129.7% | +2,331.5% |
| 10Y | +2,760.3% | +244.5% | +2,515.9% | +1,579.4% |
| All | +737.2% | +1,015.3% | -278.1% | +94.2% |
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 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