+300.1%
CB vs PFGC
+419.1%
-119.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.5% | -2.2% | +2.7% | +0.9% |
| 30D | -3.1% | -11.9% | +8.8% | -0.8% |
| 3M | +9.0% | +5.0% | +3.9% | +7.8% |
| 6M | +2.9% | +8.6% | -5.7% | +0.9% |
| YTD | +10.1% | +9.7% | +0.4% | +7.4% |
| 1Y | +22.8% | -6.3% | +29.1% | +23.4% |
| 3Y | +73.8% | +58.2% | +15.6% | +56.3% |
| 5Y | +99.2% | +110.4% | -11.3% | +66.3% |
| 10Y | +218.2% | +272.8% | -54.5% | +144.6% |
| All | +300.1% | +419.1% | -119.0% | +198.6% |
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 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