+142.2%
CI vs PFGC
+346.1%
-203.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +4.9% | +16.1% | -11.3% | +1.7% |
| 3M | +7.4% | +2.4% | +5.0% | +6.7% |
| 6M | +0.4% | +15.7% | -15.3% | -2.8% |
| YTD | +9.5% | +22.3% | -12.8% | +4.3% |
| 1Y | +12.0% | +13.9% | -1.9% | +8.2% |
| 3Y | +7.1% | +80.3% | -73.2% | -6.3% |
| 5Y | +49.3% | +136.1% | -86.8% | +21.3% |
| All | +142.2% | +346.1% | -203.9% | +82.7% |
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