+95.2%
CNC vs PFG
+251.1%
-155.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -1.0% | +2.9% | -3.9% | -2.0% |
| 3M | +4.5% | +6.7% | -2.2% | +2.0% |
| 6M | +85.2% | +33.8% | +51.4% | +67.1% |
| YTD | +61.4% | +35.0% | +26.4% | +44.9% |
| 1Y | +94.9% | +46.4% | +48.5% | +69.9% |
| 3Y | 0.0% | +71.7% | -71.7% | -19.4% |
| 5Y | +11.2% | +113.7% | -102.5% | -19.5% |
| All | +95.2% | +251.1% | -155.8% | +8.2% |
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 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