+55.5%
CIFR vs PFGC
-9.2%
+64.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.3% | -5.1% |
| 7D | -8.2% | -4.8% | -3.4% | -6.1% |
| 30D | -7.4% | -17.2% | +9.8% | +0.6% |
| 3M | -24.2% | -6.3% | -17.8% | -25.8% |
| 6M | +14.2% | +8.8% | +5.3% | -1.9% |
| YTD | +8.0% | +4.9% | +3.1% | -1.7% |
| 1Y | +55.5% | -9.5% | +65.0% | +58.4% |
| All | +55.5% | -9.2% | +64.7% | +58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling