+55.3%
PFG vs CAI
-11.3%
+66.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | +0.1% | -8.0% | +8.1% | +0.5% |
| 30D | +5.0% | -18.9% | +23.8% | +6.0% |
| 3M | +0.1% | +7.6% | -7.6% | -0.1% |
| 6M | +13.8% | +43.0% | -29.2% | +11.7% |
| YTD | +31.2% | -11.2% | +42.4% | +29.4% |
| 1Y | +37.1% | -3.3% | +40.3% | +35.1% |
| All | +55.3% | -11.3% | +66.6% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling