+3,600.7%
CP vs PFG
+1,015.3%
+2,585.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.9% |
| 7D | -2.7% | +5.5% | -8.2% | -4.5% |
| 30D | +0.2% | +2.4% | -2.2% | -0.7% |
| 3M | +2.6% | +13.6% | -11.0% | -2.1% |
| 6M | +6.0% | +27.9% | -21.9% | -2.9% |
| YTD | +24.9% | +35.6% | -10.6% | +12.1% |
| 1Y | +20.1% | +48.5% | -28.4% | +4.2% |
| 3Y | +16.4% | +66.9% | -50.5% | -3.9% |
| 5Y | +31.7% | +111.0% | -79.2% | -0.9% |
| 10Y | +223.9% | +244.5% | -20.6% | +95.5% |
| All | +3,600.7% | +1,015.3% | +2,585.4% | +1,280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling