+391.2%
PG vs CF
+5,948.3%
-5,557.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | +1.9% | +6.0% | -4.2% | +1.4% |
| 30D | -0.2% | +14.8% | -15.1% | -1.4% |
| 3M | +4.8% | +14.1% | -9.3% | +3.6% |
| 6M | -6.1% | +28.5% | -34.6% | -8.7% |
| YTD | +4.5% | +74.9% | -70.5% | -1.2% |
| 1Y | -5.3% | +61.7% | -67.0% | -9.9% |
| 3Y | +2.6% | +80.3% | -77.8% | -4.2% |
| 5Y | +15.6% | +226.0% | -210.4% | 0.0% |
| 10Y | +118.0% | +569.9% | -451.8% | +69.1% |
| All | +391.2% | +5,948.3% | -5,557.1% | +179.8% |
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