+4,405.6%
CNC vs PFG
+849.1%
+3,556.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.3% |
| 7D | -1.0% | +6.0% | -7.0% | -2.6% |
| 30D | -1.8% | +2.2% | -4.0% | -2.4% |
| 3M | -0.7% | +10.4% | -11.1% | -3.5% |
| 6M | +47.9% | +27.8% | +20.2% | +38.0% |
| YTD | +56.9% | +33.6% | +23.3% | +44.3% |
| 1Y | +123.9% | +49.3% | +74.6% | +99.6% |
| 3Y | -1.3% | +69.7% | -71.0% | -16.5% |
| 5Y | +2.8% | +111.3% | -108.6% | -19.4% |
| 10Y | +90.9% | +240.3% | -149.4% | +24.9% |
| All | +4,405.6% | +849.1% | +3,556.4% | +1,774.2% |
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