+148.3%
CIFR vs PCG
-21.0%
+169.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +28.8% | -2.0% | +30.8% | +29.7% |
| 30D | -36.9% | -2.7% | -34.2% | -36.2% |
| 3M | -60.0% | -25.1% | -34.9% | -55.0% |
| 6M | -64.4% | -22.3% | -42.1% | -61.0% |
| YTD | -51.6% | -18.5% | -33.1% | -48.7% |
| 1Y | -58.9% | -21.8% | -37.0% | -55.1% |
| All | +148.3% | -21.0% | +169.2% | +175.1% |
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