+296.4%
CFG vs PFGC
+465.8%
-169.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | -0.9% | +8.5% | -9.4% | -4.5% |
| 30D | +1.1% | +15.0% | -13.9% | -4.9% |
| 3M | -12.0% | -6.2% | -5.8% | -10.4% |
| 6M | -2.2% | +15.7% | -18.0% | -8.8% |
| YTD | +11.4% | +19.6% | -8.1% | +1.3% |
| 1Y | +27.8% | +13.2% | +14.7% | +18.8% |
| 3Y | +173.3% | +77.0% | +96.3% | +111.9% |
| 5Y | +62.4% | +121.5% | -59.0% | +12.4% |
| 10Y | +249.6% | +354.5% | -105.0% | +93.7% |
| All | +296.4% | +465.8% | -169.4% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling