+323.9%
CG vs PFGC
+484.2%
-160.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | +2.0% | +15.0% | -13.1% | -3.1% |
| 30D | +8.5% | +17.0% | -8.5% | +2.5% |
| 3M | -12.1% | -2.5% | -9.7% | -11.8% |
| 6M | -16.4% | +19.2% | -35.6% | -22.2% |
| YTD | -28.0% | +23.4% | -51.4% | -34.1% |
| 1Y | -18.9% | +13.9% | -32.8% | -23.7% |
| 3Y | +51.2% | +82.0% | -30.7% | +21.9% |
| 5Y | -15.9% | +128.7% | -144.5% | -37.4% |
| 10Y | +305.9% | +361.5% | -55.6% | +124.5% |
| All | +323.9% | +484.2% | -160.3% | +120.2% |
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