-55.8%
CSGP vs PFG
+41.5%
-97.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | -7.1% | -2.2% | -4.9% | -6.0% |
| 30D | +3.6% | +6.4% | -2.7% | +0.1% |
| 3M | -2.7% | +2.2% | -5.0% | -4.1% |
| 6M | -8.0% | +16.3% | -24.3% | -15.0% |
| YTD | -55.0% | +33.2% | -88.2% | -60.9% |
| 1Y | -55.8% | +40.6% | -96.4% | -62.9% |
| All | -55.8% | +41.5% | -97.3% | -62.9% |
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 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