+218.9%
CTVA vs PFG
+183.2%
+35.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -4.7% | -3.0% | -1.7% | -3.3% |
| 30D | +11.1% | +2.5% | +8.6% | +9.6% |
| 3M | +13.7% | +6.1% | +7.6% | +10.1% |
| 6M | +11.2% | +31.3% | -20.1% | -3.0% |
| YTD | +26.9% | +33.6% | -6.7% | +9.4% |
| 1Y | +18.8% | +48.5% | -29.7% | -2.9% |
| 3Y | +75.9% | +69.6% | +6.3% | +32.5% |
| 5Y | +105.2% | +111.5% | -6.2% | +34.4% |
| All | +218.9% | +183.2% | +35.8% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling