+168.3%
PG vs CF
+479.1%
-310.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +2.7% | +4.8% | -2.1% | +2.4% |
| 30D | +9.2% | +4.7% | +4.5% | +8.9% |
| 3M | +18.5% | +7.4% | +11.1% | +18.0% |
| 6M | +21.1% | +0.6% | +20.5% | +20.8% |
| YTD | +21.9% | +64.1% | -42.2% | +17.3% |
| 1Y | +18.1% | +51.4% | -33.3% | +14.2% |
| 3Y | +20.6% | +67.8% | -47.2% | +14.8% |
| 5Y | +31.8% | +114.1% | -82.3% | +20.3% |
| All | +168.3% | +479.1% | -310.7% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling