+308.6%
CFG vs PFGC
+273.4%
+35.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.3% |
| 7D | +2.7% | -2.4% | +5.1% | +3.7% |
| 30D | -3.7% | -15.8% | +12.1% | +3.3% |
| 3M | +9.5% | -0.6% | +10.1% | +9.4% |
| 6M | +22.2% | +10.7% | +11.6% | +16.1% |
| YTD | +22.3% | +7.6% | +14.7% | +16.5% |
| 1Y | +39.4% | -7.8% | +47.3% | +41.7% |
| 3Y | +188.5% | +63.7% | +124.8% | +129.9% |
| 5Y | +101.5% | +112.3% | -10.7% | +40.3% |
| 10Y | +308.6% | +286.7% | +21.9% | +140.1% |
| All | +308.6% | +273.4% | +35.2% | +140.1% |
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 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