+65.2%
CSGP vs PFG
+195.7%
-130.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.1% |
| 7D | +1.3% | -0.6% | +1.9% | +1.6% |
| 30D | +10.7% | +2.0% | +8.7% | +9.9% |
| 3M | +3.3% | -3.2% | +6.4% | +4.4% |
| 6M | -10.3% | +10.9% | -21.3% | -13.7% |
| YTD | -54.6% | +28.8% | -83.4% | -58.6% |
| 1Y | -54.6% | +39.2% | -93.8% | -59.9% |
| 3Y | -60.3% | +75.0% | -135.4% | -68.0% |
| 5Y | -63.3% | +91.9% | -155.2% | -71.5% |
| All | +65.2% | +195.7% | -130.5% | +5.7% |
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