+223.2%
CP vs PFG
+239.4%
-16.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +2.4% | +6.0% | -3.6% | -0.2% |
| 30D | -0.5% | +2.2% | -2.8% | -1.6% |
| 3M | +1.4% | +10.4% | -8.9% | -3.1% |
| 6M | +10.3% | +27.8% | -17.5% | -1.0% |
| YTD | +24.3% | +33.6% | -9.4% | +9.3% |
| 1Y | +20.4% | +49.3% | -28.8% | +0.7% |
| 3Y | +21.8% | +69.7% | -48.0% | -5.0% |
| 5Y | +31.5% | +111.3% | -79.8% | -8.5% |
| 10Y | +223.2% | +240.3% | -17.1% | +52.8% |
| All | +223.2% | +239.4% | -16.2% | +52.8% |
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