+47.8%
CVS vs PFG
+84.5%
-36.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +12.0% | -2.2% | +14.2% | +12.4% |
| 30D | +2.8% | +6.4% | -3.6% | +1.0% |
| 3M | -3.6% | +2.2% | -5.8% | -4.3% |
| 6M | -1.6% | +16.3% | -17.9% | -5.6% |
| YTD | +16.3% | +33.2% | -17.0% | +7.3% |
| 1Y | +15.5% | +40.6% | -25.1% | +5.0% |
| All | +47.8% | +84.5% | -36.6% | +37.3% |
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 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