+250.7%
CP vs PFG
+195.4%
+55.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.8% | +3.0% | -0.1% | +1.5% |
| 30D | +11.0% | +8.2% | +2.9% | +7.4% |
| 3M | +3.8% | +2.7% | +1.2% | +2.4% |
| 6M | +9.5% | +17.2% | -7.7% | +1.9% |
| YTD | +28.2% | +34.8% | -6.5% | +12.2% |
| 1Y | +33.0% | +43.6% | -10.6% | +13.2% |
| 3Y | +35.5% | +85.4% | -49.9% | +1.8% |
| 5Y | +25.8% | +102.2% | -76.4% | -10.8% |
| 10Y | +250.7% | +190.2% | +60.5% | +87.3% |
| All | +250.7% | +195.4% | +55.3% | +87.3% |
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