+55.6%
CSGP vs PFG
+182.5%
-126.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | +0.3% | +5.0% | -4.6% | -1.4% |
| 3M | -1.3% | +0.1% | -1.4% | -1.4% |
| 6M | -8.9% | +13.8% | -22.7% | -13.2% |
| YTD | -55.2% | +31.2% | -86.5% | -59.5% |
| 1Y | -56.4% | +37.1% | -93.5% | -61.2% |
| 3Y | -62.2% | +80.6% | -142.8% | -69.8% |
| 5Y | -63.7% | +93.7% | -157.4% | -71.9% |
| All | +55.6% | +182.5% | -126.9% | -3.5% |
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 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