+52.1%
CIFR vs PFGC
+110.5%
-58.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.4% |
| 7D | +26.7% | -2.4% | +29.1% | +28.4% |
| 30D | +7.7% | -15.8% | +23.5% | +18.7% |
| 3M | -23.8% | -0.6% | -23.2% | -25.4% |
| 6M | +35.9% | +10.7% | +25.2% | +24.3% |
| YTD | +25.4% | +7.6% | +17.8% | +17.2% |
| 1Y | +139.8% | -7.8% | +147.6% | +145.0% |
| 3Y | +515.0% | +63.7% | +451.2% | +378.5% |
| 5Y | +52.1% | +112.3% | -60.2% | +4.8% |
| All | +52.1% | +110.5% | -58.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling