+219.8%
CFG vs PFGC
+363.4%
-143.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | +1.5% | -2.3% | -1.4% |
| 30D | +3.1% | +17.4% | -14.3% | -4.0% |
| 3M | -9.7% | -2.4% | -7.3% | -9.5% |
| 6M | +6.7% | +18.2% | -11.5% | -1.7% |
| YTD | +15.2% | +23.7% | -8.5% | +2.8% |
| 1Y | +28.8% | +15.0% | +13.8% | +18.5% |
| 3Y | +190.1% | +82.3% | +107.7% | +119.4% |
| 5Y | +63.4% | +131.9% | -68.5% | +9.0% |
| 10Y | +219.8% | +353.0% | -133.2% | +75.1% |
| All | +219.8% | +363.4% | -143.6% | +75.1% |
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