+331.2%
CG vs PFGC
+287.3%
+43.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -6.4% | -3.7% | -2.7% | -5.1% |
| 30D | -7.1% | -16.0% | +8.9% | -1.3% |
| 3M | -1.6% | -4.1% | +2.6% | -0.6% |
| 6M | -8.3% | +8.7% | -17.0% | -11.9% |
| YTD | -23.8% | +6.4% | -30.2% | -26.4% |
| 1Y | -28.7% | -8.4% | -20.4% | -27.5% |
| 3Y | +49.2% | +61.8% | -12.6% | +24.9% |
| 5Y | +5.5% | +108.7% | -103.2% | -19.4% |
| 10Y | +331.2% | +298.1% | +33.1% | +159.3% |
| All | +331.2% | +287.3% | +43.9% | +159.3% |
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 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