+34.8%
CF vs PFGC
+12.5%
+22.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +13.5% | -17.9% | -0.5% |
| 7D | -6.9% | +13.9% | -20.7% | -2.9% |
| 30D | -3.7% | +18.4% | -22.1% | +1.6% |
| 3M | -5.0% | -2.5% | -2.4% | -5.2% |
| 6M | -10.5% | +26.0% | -36.5% | -1.9% |
| YTD | +46.5% | +21.9% | +24.7% | +56.8% |
| 1Y | +34.8% | +13.4% | +21.5% | +46.8% |
| All | +34.8% | +12.5% | +22.3% | +46.8% |
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 · 6 months rolling