+140.4%
CI vs PFGC
+273.4%
-133.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | 0.0% | -1.5% |
| 7D | -2.0% | -2.4% | +0.4% | -1.5% |
| 30D | -1.8% | -15.8% | +13.9% | +1.4% |
| 3M | -4.2% | -0.6% | -3.6% | -4.3% |
| 6M | +2.7% | +10.7% | -8.0% | +0.3% |
| YTD | +1.9% | +7.6% | -5.7% | -0.2% |
| 1Y | -6.3% | -7.8% | +1.6% | -5.3% |
| 3Y | +3.9% | +63.7% | -59.9% | -7.3% |
| 5Y | +41.9% | +112.3% | -70.4% | +17.9% |
| 10Y | +140.4% | +286.7% | -146.3% | +83.8% |
| All | +140.4% | +273.4% | -133.0% | +83.8% |
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