-58.9%
CIFR vs PFGC
+13.9%
-72.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.5% |
| 7D | +28.8% | +0.3% | +28.6% | +28.8% |
| 30D | -36.9% | +16.1% | -53.1% | -38.2% |
| 3M | -60.0% | +2.4% | -62.4% | -58.7% |
| 6M | -64.4% | +15.7% | -80.1% | -67.8% |
| YTD | -51.6% | +22.3% | -73.8% | -56.8% |
| 1Y | -58.9% | +13.9% | -72.7% | -63.8% |
| All | -58.9% | +13.9% | -72.7% | -63.8% |
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