+69.7%
PFG vs CLBK
+55.4%
+14.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +6.0% | +1.1% | +4.9% | +5.6% |
| 30D | +2.2% | +7.8% | -5.6% | -0.8% |
| 3M | +10.4% | +23.9% | -13.5% | +1.2% |
| 6M | +27.8% | +42.3% | -14.5% | +10.7% |
| YTD | +33.6% | +65.4% | -31.7% | +8.8% |
| 1Y | +49.3% | +70.3% | -21.0% | +19.5% |
| 3Y | +69.7% | +54.5% | +15.3% | +35.5% |
| All | +69.7% | +55.4% | +14.3% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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