+61.7%
CF vs PFGC
-5.1%
+66.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.4% |
| 7D | +6.0% | -2.2% | +8.2% | +5.5% |
| 30D | +14.8% | -11.9% | +26.8% | +11.2% |
| 3M | +14.1% | +5.0% | +9.1% | +16.4% |
| 6M | +28.5% | +8.6% | +19.9% | +34.5% |
| YTD | +74.9% | +9.7% | +65.3% | +79.4% |
| 1Y | +61.7% | -6.3% | +68.0% | +72.6% |
| All | +61.7% | -5.1% | +66.8% | +72.6% |
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 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