+79.2%
CIFR vs PFGC
+161.3%
-82.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.4% |
| 7D | +16.9% | -2.2% | +19.1% | +18.0% |
| 30D | -5.2% | -11.9% | +6.8% | -0.2% |
| 3M | -30.6% | +5.0% | -35.6% | -33.3% |
| 6M | +10.6% | +8.6% | +2.0% | +5.0% |
| YTD | +20.2% | +9.7% | +10.5% | +14.0% |
| 1Y | +139.7% | -6.3% | +146.0% | +142.3% |
| 3Y | +489.4% | +58.2% | +431.2% | +403.9% |
| 5Y | +54.4% | +110.4% | -56.0% | +20.3% |
| All | +79.2% | +161.3% | -82.1% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling