+60.0%
CSGP vs PFG
+184.0%
-123.9%
-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% | +2.3% | +2.7% |
| 7D | +1.3% | +2.4% | -1.0% | +0.4% |
| 30D | +2.8% | +5.9% | -3.0% | +0.7% |
| 3M | -6.3% | -0.4% | -5.9% | -6.3% |
| 6M | -3.2% | +14.8% | -18.0% | -8.0% |
| YTD | -54.0% | +31.9% | -85.9% | -58.5% |
| 1Y | -54.8% | +38.8% | -93.6% | -60.0% |
| 3Y | -60.6% | +82.4% | -143.0% | -68.7% |
| 5Y | -62.6% | +94.7% | -157.3% | -71.2% |
| All | +60.0% | +184.0% | -123.9% | -0.9% |
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 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