+487.4%
CIFR vs PCG
-11.7%
+499.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.1% |
| 7D | +16.9% | -13.9% | +30.8% | +22.8% |
| 30D | -5.2% | -16.9% | +11.7% | +1.7% |
| 3M | -30.6% | -14.7% | -15.8% | -27.3% |
| 6M | +10.6% | -23.8% | +34.4% | +23.9% |
| YTD | +20.2% | -10.5% | +30.7% | +22.0% |
| 1Y | +139.7% | -5.1% | +144.8% | +134.8% |
| All | +487.4% | -11.7% | +499.1% | +485.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling