+139.2%
PG vs CFG
+390.8%
-251.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -0.4% | +2.7% | -3.1% | -0.7% |
| 30D | -0.1% | -3.7% | +3.5% | +0.2% |
| 3M | +1.1% | +9.5% | -8.4% | +0.1% |
| 6M | -3.8% | +22.2% | -26.1% | -5.9% |
| YTD | +3.8% | +22.3% | -18.5% | +1.4% |
| 1Y | -5.8% | +39.4% | -45.2% | -9.3% |
| 3Y | +3.0% | +188.5% | -185.5% | -10.3% |
| 5Y | +14.5% | +101.5% | -87.1% | +2.9% |
| 10Y | +117.8% | +308.6% | -190.9% | +65.4% |
| All | +139.2% | +390.8% | -251.6% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling