+65.1%
CSGP vs PFG
+195.4%
-130.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | -3.2% | +3.0% | -6.1% | -4.2% |
| 30D | +2.2% | +8.2% | -5.9% | -0.7% |
| 3M | -3.7% | +2.7% | -6.3% | -4.7% |
| 6M | -7.4% | +17.2% | -24.7% | -12.7% |
| YTD | -54.9% | +34.8% | -89.6% | -59.6% |
| 1Y | -54.9% | +43.6% | -98.4% | -60.6% |
| 3Y | -61.9% | +85.4% | -147.3% | -69.9% |
| 5Y | -63.1% | +102.2% | -165.3% | -71.9% |
| 10Y | +65.1% | +190.2% | -125.1% | +2.0% |
| All | +65.1% | +195.4% | -130.3% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling