+1,401.4%
CSGP vs PFG
+1,021.3%
+380.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +2.8% |
| 7D | +18.3% | +4.9% | +13.4% | +16.6% |
| 30D | +17.8% | +5.7% | +12.1% | +15.9% |
| 3M | +9.3% | +2.6% | +6.7% | +8.4% |
| 6M | -7.9% | +19.8% | -27.7% | -12.7% |
| YTD | -51.5% | +36.3% | -87.8% | -55.8% |
| 1Y | -53.3% | +47.9% | -101.2% | -58.5% |
| 3Y | -57.9% | +82.0% | -139.9% | -65.0% |
| 5Y | -61.3% | +104.5% | -165.8% | -69.1% |
| 10Y | +77.5% | +219.8% | -142.2% | +17.2% |
| All | +1,401.4% | +1,021.3% | +380.1% | +456.2% |
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 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