+60.4%
PFG vs CAI
-7.1%
+67.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.5% |
| 7D | +5.5% | -2.2% | +7.7% | +5.6% |
| 30D | +2.4% | +52.4% | -50.0% | +0.5% |
| 3M | +13.6% | +45.1% | -31.5% | +11.6% |
| 6M | +27.9% | +26.2% | +1.6% | +25.7% |
| YTD | +35.6% | -7.1% | +42.6% | +33.3% |
| 1Y | +48.5% | -31.0% | +79.5% | +46.7% |
| All | +60.4% | -7.1% | +67.6% | +59.2% |
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