+258.4%
CF vs PFGC
+477.3%
-218.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | +0.4% | +12.5% | -12.1% | -2.9% |
| 30D | +2.2% | +17.0% | -14.8% | -2.2% |
| 3M | +2.1% | -2.1% | +4.2% | +2.0% |
| 6M | -6.5% | +25.9% | -32.4% | -13.0% |
| YTD | +55.6% | +22.0% | +33.6% | +44.4% |
| 1Y | +42.3% | +14.8% | +27.4% | +34.2% |
| 3Y | +55.7% | +80.8% | -25.1% | +27.5% |
| 5Y | +122.4% | +126.0% | -3.5% | +64.6% |
| 10Y | +568.5% | +363.8% | +204.8% | +290.4% |
| All | +258.4% | +477.3% | -218.8% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling