+9.8%
CG vs PFGC
+110.5%
-100.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.1% |
| 7D | -1.3% | -2.4% | +1.2% | +0.1% |
| 30D | -3.2% | -15.8% | +12.6% | +6.1% |
| 3M | +6.2% | -0.6% | +6.8% | +5.3% |
| 6M | -4.7% | +10.7% | -15.3% | -11.8% |
| YTD | -20.6% | +7.6% | -28.3% | -26.0% |
| 1Y | -26.4% | -7.8% | -18.5% | -24.8% |
| 3Y | +55.4% | +63.7% | -8.3% | +13.6% |
| 5Y | +9.8% | +112.3% | -102.4% | -30.6% |
| All | +9.8% | +110.5% | -100.7% | -30.6% |
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