-21.0%
CIFR vs PCG
+10.2%
-31.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.2% | -5.0% |
| 7D | +4.8% | +2.2% | +2.7% | +3.7% |
| 30D | -31.0% | +0.8% | -31.7% | -31.4% |
| 3M | -58.7% | -23.8% | -34.9% | -53.9% |
| 6M | -67.7% | -19.6% | -48.1% | -65.2% |
| YTD | -53.5% | -16.7% | -36.8% | -51.2% |
| 1Y | -54.1% | -19.4% | -34.7% | -50.8% |
| 3Y | +138.2% | -18.3% | +156.5% | +151.5% |
| All | -21.0% | +10.2% | -31.2% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling