+468.3%
PG vs CF
+5,310.1%
-4,841.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.9% | -0.9% | +3.8% | +2.9% |
| 30D | +12.0% | +6.9% | +5.1% | +11.4% |
| 3M | +16.2% | +4.8% | +11.4% | +15.6% |
| 6M | +16.6% | +4.7% | +11.9% | +15.8% |
| YTD | +20.9% | +56.5% | -35.6% | +15.2% |
| 1Y | +17.8% | +48.4% | -30.6% | +12.8% |
| 3Y | +21.2% | +59.1% | -38.0% | +14.3% |
| 5Y | +31.7% | +109.5% | -77.8% | +18.8% |
| 10Y | +156.9% | +487.0% | -330.0% | +101.6% |
| All | +468.3% | +5,310.1% | -4,841.9% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling