-64.4%
CIFR vs PFGC
+16.8%
-81.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | -0.5% |
| 7D | +28.8% | +0.3% | +28.6% | +29.2% |
| 30D | -36.9% | +16.1% | -53.1% | -26.7% |
| 3M | -60.0% | +2.4% | -62.4% | -58.6% |
| 6M | -64.4% | +15.7% | -80.1% | -62.9% |
| All | -64.4% | +16.8% | -81.2% | -62.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling