+24.4%
CP vs PFG
+91.4%
-67.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.0% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | +10.2% | +2.0% | +8.2% | +9.2% |
| 3M | +2.4% | -3.2% | +5.5% | +3.4% |
| 6M | +7.7% | +10.9% | -3.3% | +2.5% |
| YTD | +26.0% | +28.8% | -2.9% | +12.2% |
| 1Y | +34.6% | +39.2% | -4.5% | +16.0% |
| 3Y | +26.7% | +75.0% | -48.4% | -3.2% |
| All | +24.4% | +91.4% | -67.0% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling