-62.8%
CSGP vs PFG
+67.7%
-130.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.7% |
| 7D | -4.1% | +5.5% | -9.6% | -6.6% |
| 30D | +2.3% | +2.4% | 0.0% | +1.1% |
| 3M | -8.2% | +13.6% | -21.8% | -13.6% |
| 6M | -35.1% | +27.9% | -62.9% | -42.4% |
| YTD | -54.0% | +35.6% | -89.6% | -60.3% |
| 1Y | -65.3% | +48.5% | -113.8% | -71.4% |
| All | -62.8% | +67.7% | -130.5% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling