+51.0%
CIFR vs PCG
+58.3%
-7.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.1% |
| 7D | +16.9% | -13.9% | +30.8% | +22.7% |
| 30D | -5.2% | -16.9% | +11.7% | +1.4% |
| 3M | -30.6% | -14.7% | -15.8% | -27.3% |
| 6M | +10.6% | -23.8% | +34.4% | +22.8% |
| YTD | +20.2% | -10.5% | +30.7% | +22.2% |
| 1Y | +139.7% | -5.1% | +144.8% | +136.8% |
| 3Y | +489.4% | -11.6% | +501.0% | +501.3% |
| All | +51.0% | +58.3% | -7.3% | +37.1% |
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 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