-53.5%
CSGP vs PFG
+43.7%
-97.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.8% | 0.0% |
| 7D | -1.8% | +2.3% | -4.1% | -3.1% |
| 30D | +5.3% | +7.6% | -2.3% | +1.0% |
| 3M | +3.3% | +2.5% | +0.8% | +1.7% |
| 6M | -4.7% | +16.6% | -21.3% | -12.1% |
| YTD | -53.5% | +34.1% | -87.6% | -59.9% |
| All | -53.5% | +43.7% | -97.3% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling