+782.3%
CVS vs PFG
+979.8%
-197.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +10.4% | +0.1% | +10.3% | +10.3% |
| 30D | +3.3% | +5.0% | -1.7% | +1.9% |
| 3M | -4.5% | +0.1% | -4.6% | -4.9% |
| 6M | -4.4% | +13.8% | -18.1% | -7.6% |
| YTD | +16.6% | +31.2% | -14.6% | +8.9% |
| 1Y | +15.3% | +37.1% | -21.8% | +6.5% |
| 3Y | +48.6% | +80.6% | -32.0% | +27.8% |
| 5Y | +12.9% | +93.7% | -80.8% | -5.4% |
| 10Y | +63.2% | +185.5% | -122.3% | +21.0% |
| All | +782.3% | +979.8% | -197.5% | +450.0% |
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 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