+139.7%
CIFR vs PFG
+51.4%
+88.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.7% | +2.4% |
| 7D | +16.9% | +5.5% | +11.4% | +15.9% |
| 30D | -5.2% | +2.4% | -7.6% | -6.0% |
| 3M | -30.6% | +13.6% | -44.1% | -32.3% |
| 6M | +10.6% | +27.9% | -17.3% | +3.3% |
| YTD | +20.2% | +35.6% | -15.4% | +13.9% |
| 1Y | +139.7% | +48.5% | +91.3% | +131.4% |
| All | +139.7% | +51.4% | +88.4% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling