-34.0%
CIFR vs PFGC
+194.1%
-228.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -19.6% | +15.0% | -34.6% | -24.9% |
| 30D | -51.7% | +17.0% | -68.7% | -55.5% |
| 3M | -60.0% | -2.5% | -57.6% | -60.3% |
| 6M | -68.2% | +19.2% | -87.4% | -71.5% |
| YTD | -55.8% | +23.4% | -79.2% | -60.7% |
| 1Y | -66.8% | +13.9% | -80.6% | -69.5% |
| 3Y | +119.1% | +82.0% | +37.1% | +74.6% |
| 5Y | -25.3% | +128.7% | -154.0% | -45.4% |
| All | -34.0% | +194.1% | -228.2% | -51.5% |
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