-37.7%
CAG vs PFGC
+292.9%
-330.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.7% |
| 7D | -5.7% | -4.8% | -0.9% | -5.4% |
| 30D | -2.4% | -12.5% | +10.1% | -1.7% |
| 3M | +9.8% | -9.7% | +19.5% | +10.4% |
| 6M | -10.8% | +7.0% | -17.9% | -11.1% |
| YTD | -10.8% | +4.5% | -15.3% | -11.1% |
| 1Y | -19.0% | -11.6% | -7.4% | -18.6% |
| 3Y | -39.7% | +58.5% | -98.2% | -41.1% |
| 5Y | -43.0% | +112.6% | -155.6% | -45.1% |
| All | -37.7% | +292.9% | -330.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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