+246.7%
CB vs PFGC
+363.4%
-116.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.0% | +1.5% | -2.5% | -1.3% |
| 30D | +7.3% | +17.4% | -10.1% | +3.8% |
| 3M | +7.0% | -2.4% | +9.4% | +7.2% |
| 6M | +16.3% | +18.2% | -1.9% | +12.2% |
| YTD | +19.7% | +23.7% | -3.9% | +13.8% |
| 1Y | +27.8% | +15.0% | +12.8% | +23.2% |
| 3Y | +72.0% | +82.3% | -10.3% | +50.0% |
| 5Y | +104.9% | +131.9% | -27.1% | +67.2% |
| 10Y | +246.7% | +353.0% | -106.3% | +164.3% |
| All | +246.7% | +363.4% | -116.6% | +164.3% |
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