+56.8%
PFG vs CAI
-11.0%
+67.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | +3.2% | -3.1% | +6.3% | +3.3% |
| 30D | +0.9% | +2.7% | -1.7% | +0.9% |
| 3M | +7.7% | +41.7% | -34.0% | +5.9% |
| 6M | +29.0% | +26.5% | +2.5% | +26.8% |
| YTD | +32.5% | -10.9% | +43.4% | +30.4% |
| 1Y | +47.3% | -29.2% | +76.5% | +45.5% |
| All | +56.8% | -11.0% | +67.8% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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