+3,631.9%
CP vs PFG
+960.1%
+2,671.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | +10.2% | +2.0% | +8.2% | +9.4% |
| 3M | +2.4% | -3.2% | +5.5% | +3.3% |
| 6M | +7.7% | +10.9% | -3.3% | +3.5% |
| YTD | +26.0% | +28.8% | -2.9% | +14.9% |
| 1Y | +34.6% | +39.2% | -4.5% | +19.5% |
| 3Y | +26.7% | +75.0% | -48.4% | +2.9% |
| 5Y | +24.9% | +91.9% | -67.0% | -3.0% |
| 10Y | +258.6% | +202.3% | +56.3% | +125.8% |
| All | +3,631.9% | +960.1% | +2,671.7% | +1,315.5% |
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