+39.6%
CTVA vs PFG
+81.7%
-42.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.5% | -22.8% | -23.8% |
| 7D | -23.7% | +0.1% | -23.8% | -23.6% |
| 30D | -31.2% | +5.0% | -36.2% | -32.2% |
| 3M | -18.7% | +0.1% | -18.8% | -18.8% |
| 6M | -25.5% | +13.8% | -39.3% | -29.4% |
| YTD | -8.0% | +31.2% | -39.3% | -18.2% |
| 1Y | -7.0% | +37.1% | -44.1% | -18.9% |
| All | +39.6% | +81.7% | -42.1% | +2.7% |
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