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  • CI vs PFGC✓SelectedUSD · PFGCCI vs PFGC performance historyLatest closeAs of-2.37%09/08
Stock and ETF performance explorer

CI vs PFGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+41.1%
PFGC return
+110.5%
Excess return
-69.4%
Maximum drawdown
-32.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioPFGCExcessAlpha
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