-28.5%
CAG vs PFGC
+485.1%
-513.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.2% |
| 7D | -3.3% | +3.4% | -6.8% | -3.6% |
| 30D | +7.7% | +16.9% | -9.3% | +6.6% |
| 3M | -3.2% | +6.4% | -9.6% | -3.6% |
| 6M | +7.0% | +16.0% | -9.0% | +6.0% |
| YTD | -9.0% | +23.6% | -32.6% | -10.2% |
| 1Y | -9.6% | +16.6% | -26.2% | -10.6% |
| 3Y | -36.0% | +82.3% | -118.3% | -38.3% |
| 5Y | -40.9% | +138.7% | -179.6% | -43.9% |
| 10Y | -37.3% | +352.8% | -390.1% | -40.4% |
| All | -28.5% | +485.1% | -513.6% | -35.9% |
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