+102.5%
CFG vs PFGC
+111.4%
-8.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +1.5% | -2.2% | +3.7% | +2.6% |
| 30D | -3.8% | -11.9% | +8.1% | +1.8% |
| 3M | +11.5% | +5.0% | +6.5% | +8.4% |
| 6M | +19.2% | +8.6% | +10.6% | +13.3% |
| YTD | +23.7% | +9.7% | +14.0% | +15.6% |
| 1Y | +38.8% | -6.3% | +45.1% | +40.7% |
| 3Y | +178.9% | +58.2% | +120.7% | +117.0% |
| All | +102.5% | +111.4% | -8.8% | +35.4% |
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