+173.3%
CFG vs PFGC
+77.4%
+95.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | -0.9% | +8.5% | -9.4% | -4.7% |
| 30D | +1.1% | +15.0% | -13.9% | -5.5% |
| 3M | -12.0% | -6.2% | -5.8% | -9.7% |
| 6M | -2.2% | +15.7% | -18.0% | -10.0% |
| YTD | +11.4% | +19.6% | -8.1% | -1.3% |
| 1Y | +27.8% | +13.2% | +14.7% | +17.1% |
| 3Y | +173.3% | +77.0% | +96.3% | +86.3% |
| All | +173.3% | +77.4% | +95.9% | +86.3% |
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 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