-58.7%
CIFR vs PCG
-22.9%
-35.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.0% | +9.9% | +9.0% |
| 7D | +9.4% | -2.2% | +11.6% | +9.8% |
| 30D | -45.3% | -0.5% | -44.9% | -45.3% |
| 3M | -58.7% | -24.0% | -34.7% | -56.7% |
| All | -58.7% | -22.9% | -35.8% | -56.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling