-26.8%
CAG vs PFGC
+409.4%
-436.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.3% |
| 7D | -5.3% | -2.4% | -2.8% | -5.1% |
| 30D | +1.0% | -15.8% | +16.8% | +2.0% |
| 3M | +17.4% | -0.6% | +18.0% | +17.4% |
| 6M | -16.8% | +10.7% | -27.5% | -17.3% |
| YTD | -6.8% | +7.6% | -14.4% | -7.3% |
| 1Y | -15.4% | -7.8% | -7.6% | -15.1% |
| 3Y | -37.1% | +63.7% | -100.8% | -38.9% |
| 5Y | -41.3% | +112.3% | -153.5% | -43.8% |
| 10Y | -35.5% | +286.7% | -322.2% | -38.0% |
| All | -26.8% | +409.4% | -436.2% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling