+70.7%
CIFR vs PFG
+241.1%
-170.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -8.1% |
| 7D | +11.3% | +3.2% | +8.1% | +9.3% |
| 30D | +3.5% | +0.9% | +2.5% | +2.9% |
| 3M | -26.6% | +7.7% | -34.3% | -31.1% |
| 6M | +18.1% | +29.0% | -10.9% | -2.4% |
| YTD | +14.5% | +32.5% | -18.0% | -8.1% |
| 1Y | +83.3% | +47.3% | +36.0% | +34.7% |
| 3Y | +461.5% | +68.2% | +393.2% | +304.7% |
| 5Y | +29.3% | +108.5% | -79.2% | -11.9% |
| All | +70.7% | +241.1% | -170.4% | +14.2% |
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