+119.1%
CIFR vs PFG
+86.4%
+32.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.7% |
| 7D | -19.6% | +3.0% | -22.5% | -22.8% |
| 30D | -51.7% | +8.2% | -59.9% | -56.1% |
| 3M | -60.0% | +2.7% | -62.7% | -61.8% |
| 6M | -68.2% | +17.2% | -85.4% | -74.9% |
| YTD | -55.8% | +34.8% | -90.5% | -71.3% |
| 1Y | -66.8% | +43.6% | -110.3% | -80.5% |
| 3Y | +119.1% | +85.4% | +33.7% | -4.4% |
| All | +119.1% | +86.4% | +32.7% | -4.4% |
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 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