+142.0%
CI vs PFGC
+465.8%
-323.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.2% |
| 7D | -1.6% | +8.5% | -10.1% | -3.2% |
| 30D | +5.4% | +15.0% | -9.6% | +2.5% |
| 3M | +7.3% | -6.2% | +13.4% | +8.3% |
| 6M | +5.3% | +15.7% | -10.4% | +2.0% |
| YTD | +8.5% | +19.6% | -11.1% | +4.0% |
| 1Y | +17.1% | +13.2% | +3.9% | +13.4% |
| 3Y | +1.4% | +77.0% | -75.5% | -10.6% |
| 5Y | +50.5% | +121.5% | -71.0% | +24.5% |
| 10Y | +168.5% | +354.5% | -186.0% | +96.6% |
| All | +142.0% | +465.8% | -323.8% | +69.1% |
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