+180.8%
PG vs CFG
+361.3%
-180.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +1.0% |
| 7D | +2.7% | +3.2% | -0.5% | +2.3% |
| 30D | +9.2% | +5.1% | +4.1% | +8.6% |
| 3M | +18.5% | -11.2% | +29.7% | +19.9% |
| 6M | +21.1% | +9.6% | +11.5% | +19.8% |
| YTD | +21.9% | +15.0% | +7.0% | +19.8% |
| 1Y | +18.1% | +29.9% | -11.8% | +14.5% |
| 3Y | +20.6% | +192.1% | -171.5% | +4.9% |
| 5Y | +31.8% | +62.3% | -30.5% | +21.8% |
| 10Y | +166.5% | +219.2% | -52.7% | +110.1% |
| All | +180.8% | +361.3% | -180.5% | +109.1% |
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