+466.1%
PG vs CF
+5,489.8%
-5,023.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +0.2% | +10.4% | -10.1% | -0.6% |
| 30D | +10.2% | +7.6% | +2.6% | +9.5% |
| 3M | +16.2% | +5.2% | +11.1% | +15.6% |
| 6M | +18.6% | -0.1% | +18.7% | +18.3% |
| YTD | +20.4% | +61.7% | -41.3% | +14.5% |
| 1Y | +16.2% | +50.3% | -34.2% | +11.1% |
| 3Y | +19.9% | +66.0% | -46.1% | +12.7% |
| 5Y | +30.3% | +114.5% | -84.2% | +17.3% |
| 10Y | +163.1% | +471.5% | -308.4% | +107.1% |
| All | +466.1% | +5,489.8% | -5,023.7% | +224.2% |
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