+41.1%
CI vs PFGC
+110.5%
-69.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.0% |
| 7D | -2.6% | -2.4% | -0.1% | -2.1% |
| 30D | -2.4% | -15.8% | +13.4% | +1.0% |
| 3M | -4.8% | -0.6% | -4.2% | -4.8% |
| 6M | +2.1% | +10.7% | -8.5% | -0.4% |
| YTD | +1.4% | +7.6% | -6.3% | -1.0% |
| 1Y | -6.8% | -7.8% | +1.1% | -5.8% |
| 3Y | +3.3% | +63.7% | -60.4% | -8.8% |
| 5Y | +41.1% | +112.3% | -71.2% | +12.3% |
| All | +41.1% | +110.5% | -69.4% | +12.3% |
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