+116.1%
PG vs CFG
+316.8%
-200.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | +0.8% | -4.6% | +5.5% | +1.3% |
| 3M | -1.3% | +6.7% | -8.0% | -2.0% |
| 6M | -3.8% | +22.1% | -25.9% | -5.8% |
| YTD | +3.6% | +23.2% | -19.6% | +1.3% |
| 1Y | -5.7% | +40.3% | -46.0% | -9.2% |
| 3Y | +1.6% | +187.9% | -186.3% | -10.8% |
| 5Y | +14.6% | +102.0% | -87.4% | +3.7% |
| All | +116.1% | +316.8% | -200.7% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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