-71.1%
CIFR vs PCG
-14.1%
-57.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.8% | -20.8% | -20.1% |
| 7D | -26.7% | +1.9% | -28.6% | -27.0% |
| 30D | -58.0% | +8.5% | -66.5% | -58.7% |
| 3M | -68.1% | -22.9% | -45.2% | -66.7% |
| 6M | -63.7% | -16.8% | -46.9% | -62.7% |
| YTD | -56.0% | -15.8% | -40.2% | -50.1% |
| 1Y | -71.1% | -16.0% | -55.1% | -63.2% |
| All | -71.1% | -14.1% | -57.0% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling