+54.6%
CG vs PFGC
+84.2%
-29.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.0% | +2.6% | +4.4% |
| 7D | +3.0% | +10.8% | -7.8% | -2.9% |
| 30D | +10.1% | +17.8% | -7.7% | +0.2% |
| 3M | -10.8% | -2.7% | -8.1% | -9.8% |
| 6M | -15.2% | +20.0% | -35.2% | -25.5% |
| YTD | -26.9% | +24.3% | -51.2% | -38.4% |
| 1Y | -17.0% | +13.2% | -30.3% | -25.1% |
| 3Y | +54.6% | +85.9% | -31.3% | +4.2% |
| All | +54.6% | +84.2% | -29.6% | +4.2% |
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