+60.4%
CFG vs PFGC
+138.1%
-77.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +3.2% | +3.4% | -0.2% | +1.6% |
| 30D | +5.1% | +16.9% | -11.8% | -2.6% |
| 3M | -11.2% | +6.4% | -17.6% | -14.2% |
| 6M | +9.6% | +16.0% | -6.4% | +1.0% |
| YTD | +15.0% | +23.6% | -8.7% | +1.0% |
| 1Y | +29.9% | +16.6% | +13.3% | +17.5% |
| 3Y | +192.1% | +82.3% | +109.8% | +110.8% |
| All | +60.4% | +138.1% | -77.7% | +1.8% |
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