+645.5%
CDE vs PFGC
+403.3%
+242.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -2.0% | -3.7% | +1.8% | -1.0% |
| 30D | +15.7% | -16.0% | +31.7% | +21.0% |
| 3M | +30.5% | -4.1% | +34.7% | +31.5% |
| 6M | -7.4% | +8.7% | -16.1% | -9.8% |
| YTD | +17.9% | +6.4% | +11.6% | +15.3% |
| 1Y | +46.7% | -8.4% | +55.1% | +48.7% |
| 3Y | +851.3% | +61.8% | +789.5% | +730.7% |
| 5Y | +202.9% | +108.7% | +94.2% | +145.6% |
| 10Y | +58.2% | +298.1% | -239.9% | +15.1% |
| All | +645.5% | +403.3% | +242.2% | +366.9% |
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