+231.7%
CTVA vs PFG
+187.4%
+44.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.1% |
| 7D | +4.9% | +5.5% | -0.6% | +2.1% |
| 30D | +11.9% | +2.4% | +9.6% | +10.4% |
| 3M | +13.7% | +13.6% | +0.1% | +6.5% |
| 6M | +13.1% | +27.9% | -14.7% | -0.1% |
| YTD | +32.0% | +35.6% | -3.6% | +13.0% |
| 1Y | +22.1% | +48.5% | -26.4% | -0.2% |
| 3Y | +77.5% | +66.9% | +10.6% | +34.8% |
| 5Y | +106.3% | +111.0% | -4.7% | +35.3% |
| All | +231.7% | +187.4% | +44.3% | +77.6% |
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