+31.8%
CVS vs PFG
+109.8%
-78.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.9% | +3.2% | -5.1% | -2.9% |
| 30D | -0.3% | +0.9% | -1.2% | -0.7% |
| 3M | -1.1% | +7.7% | -8.8% | -3.6% |
| 6M | +23.7% | +29.0% | -5.2% | +13.7% |
| YTD | +23.0% | +32.5% | -9.5% | +11.9% |
| 1Y | +37.2% | +47.3% | -10.2% | +20.2% |
| 3Y | +62.4% | +68.2% | -5.8% | +33.8% |
| 5Y | +31.8% | +108.5% | -76.7% | -1.6% |
| All | +31.8% | +109.8% | -78.0% | -1.6% |
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 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