+513.6%
PFG vs CPAY
+1,565.5%
-1,051.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.1% |
| 7D | +5.5% | +2.1% | +3.4% | +4.4% |
| 30D | +2.4% | +5.5% | -3.2% | -0.7% |
| 3M | +13.6% | +16.6% | -3.0% | +4.0% |
| 6M | +27.9% | +26.7% | +1.2% | +10.5% |
| YTD | +35.6% | +38.4% | -2.8% | +10.0% |
| 1Y | +48.5% | +30.1% | +18.3% | +23.7% |
| 3Y | +66.9% | +52.6% | +14.3% | +23.0% |
| 5Y | +111.0% | +59.0% | +52.0% | +47.7% |
| 10Y | +244.5% | +148.4% | +96.1% | +88.4% |
| All | +513.6% | +1,565.5% | -1,051.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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