+114.5%
CF vs PFGC
+129.7%
-15.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +10.4% | +1.5% | +8.9% | +10.2% |
| 30D | +7.6% | +17.4% | -9.9% | +6.0% |
| 3M | +5.2% | -2.4% | +7.6% | +5.5% |
| 6M | -0.1% | +18.2% | -18.3% | -1.9% |
| YTD | +61.7% | +23.7% | +38.0% | +56.8% |
| 1Y | +50.3% | +15.0% | +35.4% | +47.6% |
| 3Y | +66.0% | +82.3% | -16.4% | +48.6% |
| 5Y | +114.5% | +131.9% | -17.4% | +76.3% |
| All | +114.5% | +129.7% | -15.2% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling