+377.5%
CG vs PFGC
+419.1%
-41.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -4.3% | -2.2% | -2.1% | -3.6% |
| 30D | -5.1% | -11.9% | +6.9% | -1.0% |
| 3M | +8.7% | +5.0% | +3.7% | +6.2% |
| 6M | -9.2% | +8.6% | -17.8% | -12.6% |
| YTD | -18.9% | +9.7% | -28.5% | -22.4% |
| 1Y | -25.6% | -6.3% | -19.3% | -24.9% |
| 3Y | +57.3% | +58.2% | -0.9% | +33.3% |
| 5Y | +10.2% | +110.4% | -100.3% | -15.5% |
| 10Y | +364.2% | +272.8% | +91.5% | +171.9% |
| All | +377.5% | +419.1% | -41.6% | +159.2% |
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 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