-58.4%
CSGP vs PFG
+75.1%
-133.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | +0.2% |
| 7D | +13.9% | -0.7% | +14.6% | +14.2% |
| 30D | +16.0% | +2.8% | +13.2% | +14.4% |
| 3M | +6.1% | -1.0% | +7.1% | +6.4% |
| 6M | -8.2% | +13.6% | -21.8% | -13.7% |
| YTD | -52.3% | +31.1% | -83.4% | -58.2% |
| 1Y | -54.5% | +43.8% | -98.3% | -61.8% |
| All | -58.4% | +75.1% | -133.4% | -71.2% |
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