+103.2%
CB vs PFGC
+121.6%
-18.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | +0.2% | +8.5% | -8.3% | -1.7% |
| 30D | +9.1% | +15.0% | -5.9% | +5.7% |
| 3M | +3.4% | -6.2% | +9.6% | +4.5% |
| 6M | +14.1% | +15.7% | -1.6% | +10.2% |
| YTD | +18.0% | +19.6% | -1.5% | +12.3% |
| 1Y | +30.1% | +13.2% | +16.9% | +25.4% |
| 3Y | +71.8% | +77.0% | -5.2% | +46.9% |
| All | +103.2% | +121.6% | -18.4% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling