+87.0%
CIFR vs PCG
+38.3%
+48.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +3.0% |
| 7D | +26.7% | +5.4% | +21.3% | +24.3% |
| 30D | +7.7% | -15.1% | +22.9% | +13.1% |
| 3M | -23.8% | -9.8% | -14.0% | -22.2% |
| 6M | +35.9% | -18.0% | +53.9% | +43.8% |
| YTD | +25.4% | -7.2% | +32.7% | +26.0% |
| 1Y | +139.8% | +2.9% | +136.9% | +131.7% |
| 3Y | +515.0% | -11.1% | +526.0% | +527.9% |
| 5Y | +52.1% | +61.8% | -9.7% | +41.9% |
| All | +87.0% | +38.3% | +48.6% | +74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling