+110.5%
CNC vs PFG
+46.8%
+63.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.1% | +8.5% | +11.3% |
| 7D | +13.4% | +4.9% | +8.5% | +11.8% |
| 30D | +18.2% | +5.7% | +12.6% | +16.4% |
| 3M | +18.6% | +2.6% | +16.1% | +17.6% |
| 6M | +41.9% | +19.8% | +22.1% | +35.6% |
| YTD | +84.7% | +36.3% | +48.4% | +68.1% |
| 1Y | +110.5% | +47.9% | +62.6% | +92.0% |
| All | +110.5% | +46.8% | +63.7% | +92.0% |
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