+79.2%
CIFR vs PCG
+33.5%
+45.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.3% |
| 7D | +16.9% | -13.9% | +30.8% | +21.6% |
| 30D | -5.2% | -16.9% | +11.7% | +0.2% |
| 3M | -30.6% | -14.7% | -15.8% | -27.9% |
| 6M | +10.6% | -23.8% | +34.4% | +20.3% |
| YTD | +20.2% | -10.5% | +30.7% | +22.2% |
| 1Y | +139.7% | -5.1% | +144.8% | +138.6% |
| 3Y | +489.4% | -11.6% | +501.0% | +504.1% |
| 5Y | +54.4% | +59.0% | -4.6% | +45.9% |
| All | +79.2% | +33.5% | +45.7% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling