+117.2%
PG vs CF
+599.7%
-482.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.1% |
| 7D | -3.4% | -0.8% | -2.6% | -3.4% |
| 30D | -2.6% | +14.3% | -16.9% | -3.2% |
| 3M | -3.3% | +27.9% | -31.2% | -4.5% |
| 6M | -6.7% | +25.5% | -32.3% | -8.2% |
| YTD | +1.7% | +81.2% | -79.4% | -2.4% |
| 1Y | -7.9% | +66.5% | -74.4% | -11.3% |
| 3Y | +0.9% | +76.7% | -75.7% | -3.8% |
| 5Y | +12.6% | +237.8% | -225.2% | -1.1% |
| 10Y | +117.2% | +619.9% | -502.7% | +79.9% |
| All | +117.2% | +599.7% | -482.5% | +79.9% |
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