+12.3%
CVS vs PFG
+99.5%
-87.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +12.0% | -2.2% | +14.2% | +12.6% |
| 30D | +2.8% | +6.4% | -3.6% | +0.6% |
| 3M | -3.6% | +2.2% | -5.8% | -4.6% |
| 6M | -1.6% | +16.3% | -17.9% | -6.6% |
| YTD | +16.3% | +33.2% | -17.0% | +5.3% |
| 1Y | +15.5% | +40.6% | -25.1% | +2.8% |
| 3Y | +48.1% | +83.3% | -35.2% | +18.3% |
| 5Y | +12.3% | +97.7% | -85.4% | -14.0% |
| All | +12.3% | +99.5% | -87.2% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling