+131.6%
CI vs PFGC
+419.1%
-287.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +1.3% | -2.2% | +3.5% | +1.7% |
| 30D | +4.4% | -11.9% | +16.4% | +6.9% |
| 3M | +0.7% | +5.0% | -4.3% | -0.4% |
| 6M | +0.3% | +8.6% | -8.3% | -1.5% |
| YTD | +3.8% | +9.7% | -5.9% | +1.3% |
| 1Y | -5.5% | -6.3% | +0.8% | -4.9% |
| 3Y | +8.1% | +58.2% | -50.1% | -2.6% |
| 5Y | +42.8% | +110.4% | -67.6% | +19.4% |
| 10Y | +143.9% | +272.8% | -128.9% | +83.6% |
| All | +131.6% | +419.1% | -287.5% | +64.8% |
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 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