+118.3%
CIFR vs PCG
-18.9%
+137.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.5% |
| 7D | -0.7% | -1.1% | +0.3% | -0.4% |
| 30D | -49.6% | +0.1% | -49.7% | -49.7% |
| 3M | -60.4% | -24.4% | -35.9% | -55.5% |
| 6M | -66.9% | -17.7% | -49.2% | -64.9% |
| YTD | -53.9% | -17.4% | -36.4% | -51.4% |
| 1Y | -67.1% | -19.4% | -47.7% | -64.7% |
| 3Y | +118.3% | -18.6% | +136.9% | +141.3% |
| All | +118.3% | -18.9% | +137.2% | +141.3% |
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