+70.7%
CIFR vs PFGC
+153.4%
-82.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.2% | -7.5% | -8.2% |
| 7D | +11.3% | -3.7% | +15.0% | +13.1% |
| 30D | +3.5% | -16.0% | +19.4% | +11.1% |
| 3M | -26.6% | -4.1% | -22.5% | -26.4% |
| 6M | +18.1% | +8.7% | +9.4% | +11.9% |
| YTD | +14.5% | +6.4% | +8.1% | +10.0% |
| 1Y | +83.3% | -8.4% | +91.7% | +87.1% |
| 3Y | +461.5% | +61.8% | +399.7% | +380.5% |
| 5Y | +29.3% | +108.7% | -79.4% | +1.9% |
| All | +70.7% | +153.4% | -82.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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