-28.2%
CIFR vs PFG
+243.1%
-271.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.1% | +10.0% | +9.6% |
| 7D | +9.4% | -2.2% | +11.6% | +11.2% |
| 30D | -45.3% | +6.4% | -51.7% | -47.9% |
| 3M | -58.7% | +2.2% | -60.9% | -59.7% |
| 6M | -64.9% | +16.3% | -81.2% | -69.3% |
| YTD | -51.8% | +33.2% | -85.1% | -61.9% |
| 1Y | -61.9% | +40.6% | -102.5% | -71.1% |
| 3Y | +138.6% | +83.3% | +55.2% | +63.5% |
| 5Y | -13.0% | +97.7% | -110.7% | -41.4% |
| All | -28.2% | +243.1% | -271.3% | -52.6% |
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