-71.1%
CIFR vs PG
+15.9%
-87.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.2% | -23.2% | -16.1% |
| 7D | -26.7% | +5.7% | -32.4% | -21.0% |
| 30D | -58.0% | +15.4% | -73.4% | -50.4% |
| 3M | -68.1% | +13.8% | -81.9% | -62.6% |
| 6M | -63.7% | +18.3% | -82.0% | -55.8% |
| YTD | -56.0% | +20.1% | -76.1% | -42.6% |
| 1Y | -71.1% | +17.0% | -88.1% | -63.9% |
| All | -71.1% | +15.9% | -87.0% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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