+39.1%
CP vs PFG
+81.7%
-42.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +10.3% | +5.0% | +5.4% | +8.2% |
| 3M | +2.3% | +0.1% | +2.2% | +2.0% |
| 6M | +10.7% | +13.8% | -3.1% | +4.5% |
| YTD | +29.3% | +31.2% | -1.9% | +14.8% |
| 1Y | +31.5% | +37.1% | -5.6% | +14.6% |
| All | +39.1% | +81.7% | -42.6% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling