+79.2%
CIFR vs PFG
+249.1%
-169.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.7% | +3.2% |
| 7D | +16.9% | +5.5% | +11.4% | +13.1% |
| 30D | -5.2% | +2.4% | -7.6% | -6.6% |
| 3M | -30.6% | +13.6% | -44.1% | -37.4% |
| 6M | +10.6% | +27.9% | -17.3% | -8.0% |
| YTD | +20.2% | +35.6% | -15.4% | -5.1% |
| 1Y | +139.7% | +48.5% | +91.3% | +75.4% |
| 3Y | +489.4% | +66.9% | +422.5% | +323.3% |
| 5Y | +54.4% | +111.0% | -56.6% | +3.6% |
| All | +79.2% | +249.1% | -169.9% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling