+189.0%
CDE vs PFGC
+110.3%
+78.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -3.1% | -4.8% | +1.6% | -1.1% |
| 30D | +9.5% | -12.5% | +22.0% | +15.8% |
| 3M | +25.5% | -9.7% | +35.2% | +30.0% |
| 6M | -7.9% | +7.0% | -14.9% | -11.6% |
| YTD | +15.6% | +4.5% | +11.1% | +11.6% |
| 1Y | +34.0% | -11.6% | +45.6% | +38.5% |
| 3Y | +791.9% | +58.5% | +733.4% | +602.6% |
| All | +189.0% | +110.3% | +78.7% | +98.0% |
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