+1,324.4%
CSGP vs PFG
+1,015.3%
+309.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | -4.1% | +5.5% | -9.6% | -5.7% |
| 30D | +2.3% | +2.4% | 0.0% | +1.5% |
| 3M | -8.2% | +13.6% | -21.8% | -11.6% |
| 6M | -35.1% | +27.9% | -62.9% | -39.7% |
| YTD | -54.0% | +35.6% | -89.6% | -58.0% |
| 1Y | -65.3% | +48.5% | -113.8% | -69.2% |
| 3Y | -62.6% | +66.9% | -129.4% | -68.1% |
| 5Y | -64.8% | +111.0% | -175.8% | -72.1% |
| 10Y | +45.1% | +244.5% | -199.4% | -6.2% |
| All | +1,324.4% | +1,015.3% | +309.1% | +428.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling