+108.5%
PFG vs CLBK
+41.8%
+66.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | +3.2% | -1.5% | +4.7% | +3.8% |
| 30D | +0.9% | +6.7% | -5.7% | -1.5% |
| 3M | +7.7% | +21.2% | -13.4% | 0.0% |
| 6M | +29.0% | +42.0% | -13.0% | +12.7% |
| YTD | +32.5% | +63.3% | -30.8% | +9.6% |
| 1Y | +47.3% | +65.4% | -18.1% | +20.8% |
| 3Y | +68.2% | +52.5% | +15.8% | +38.9% |
| 5Y | +108.5% | +42.0% | +66.5% | +61.4% |
| All | +108.5% | +41.8% | +66.7% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling