-34.0%
CIFR vs PFG
+247.0%
-281.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.5% |
| 7D | -19.6% | +3.0% | -22.5% | -21.6% |
| 30D | -51.7% | +8.2% | -59.9% | -54.5% |
| 3M | -60.0% | +2.7% | -62.7% | -61.0% |
| 6M | -68.2% | +17.2% | -85.4% | -72.3% |
| YTD | -55.8% | +34.8% | -90.5% | -65.2% |
| 1Y | -66.8% | +43.6% | -110.3% | -75.1% |
| 3Y | +119.1% | +85.4% | +33.7% | +49.1% |
| 5Y | -25.3% | +102.2% | -127.5% | -50.1% |
| All | -34.0% | +247.0% | -281.0% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling