+481.0%
CF vs PFGC
+366.4%
+114.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +4.8% | +15.0% | -10.3% | +0.7% |
| 30D | +9.7% | +17.0% | -7.3% | +4.9% |
| 3M | +1.2% | -2.5% | +3.7% | +1.2% |
| 6M | +7.4% | +19.2% | -11.8% | +1.5% |
| YTD | +60.5% | +23.4% | +37.1% | +48.3% |
| 1Y | +50.7% | +13.9% | +36.9% | +42.3% |
| 3Y | +64.8% | +82.0% | -17.2% | +34.0% |
| 5Y | +115.8% | +128.7% | -12.9% | +58.1% |
| 10Y | +481.0% | +361.5% | +119.5% | +251.8% |
| All | +481.0% | +366.4% | +114.6% | +251.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling