+487.5%
CF vs PFGC
+342.4%
+145.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.2% |
| 7D | -3.2% | +8.5% | -11.7% | -5.6% |
| 30D | +4.3% | +15.0% | -10.7% | +0.2% |
| 3M | +2.8% | -6.2% | +9.0% | +3.8% |
| 6M | +0.6% | +15.7% | -15.1% | -4.2% |
| YTD | +56.6% | +19.6% | +37.1% | +45.9% |
| 1Y | +49.6% | +13.2% | +36.4% | +41.3% |
| 3Y | +61.5% | +77.0% | -15.5% | +32.2% |
| 5Y | +124.0% | +121.5% | +2.5% | +65.3% |
| All | +487.5% | +342.4% | +145.1% | +257.7% |
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