-70.5%
CBRS vs PFGC
+13.9%
-84.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +13.5% | -19.6% | +0.8% |
| 7D | -18.4% | +13.9% | -32.2% | -12.2% |
| 30D | -49.4% | +18.4% | -67.8% | -44.3% |
| 3M | -59.6% | -2.5% | -57.0% | -61.0% |
| All | -70.5% | +13.9% | -84.4% | -71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling