+27.2%
CP vs PFG
+92.7%
-65.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +2.1% | +2.4% | -0.2% | +1.1% |
| 30D | +9.3% | +5.9% | +3.5% | +6.7% |
| 3M | +0.5% | -0.4% | +0.9% | +0.4% |
| 6M | +10.4% | +14.8% | -4.4% | +3.5% |
| YTD | +28.7% | +31.9% | -3.2% | +13.4% |
| 1Y | +33.2% | +38.8% | -5.6% | +14.7% |
| 3Y | +38.4% | +82.4% | -44.0% | +3.7% |
| All | +27.2% | +92.7% | -65.6% | -8.9% |
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