+50.4%
CF vs PFGC
+13.9%
+36.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.0% |
| 7D | +5.4% | +0.3% | +5.1% | +5.5% |
| 30D | +6.5% | +16.1% | -9.6% | +12.0% |
| 3M | +4.6% | +2.4% | +2.3% | +6.1% |
| 6M | -3.3% | +15.7% | -19.0% | +3.2% |
| YTD | +63.9% | +22.3% | +41.6% | +75.2% |
| 1Y | +50.4% | +13.9% | +36.6% | +64.7% |
| All | +50.4% | +13.9% | +36.6% | +64.7% |
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 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