+73.0%
CF vs PFGC
+60.5%
+12.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | +6.0% | -2.2% | +8.2% | +6.0% |
| 30D | +14.8% | -11.9% | +26.8% | +14.9% |
| 3M | +14.1% | +5.0% | +9.1% | +13.8% |
| 6M | +28.5% | +8.6% | +19.9% | +28.3% |
| YTD | +74.9% | +9.7% | +65.3% | +73.5% |
| 1Y | +61.7% | -6.3% | +68.0% | +64.8% |
| All | +73.0% | +60.5% | +12.5% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling