+515.0%
CIFR vs PFG
+71.3%
+443.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +6.0% |
| 7D | +26.7% | +6.0% | +20.7% | +18.9% |
| 30D | +7.7% | +2.2% | +5.5% | +4.9% |
| 3M | -23.8% | +10.4% | -34.2% | -34.1% |
| 6M | +35.9% | +27.8% | +8.1% | -2.8% |
| YTD | +25.4% | +33.6% | -8.2% | -17.5% |
| 1Y | +139.8% | +49.3% | +90.5% | +30.6% |
| 3Y | +515.0% | +69.7% | +445.2% | +187.3% |
| All | +515.0% | +71.3% | +443.6% | +187.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling