+70.2%
CIFR vs PG
+16.2%
+54.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +6.1% |
| 7D | -5.0% | -0.8% | -4.2% | -5.3% |
| 30D | -5.7% | +0.8% | -6.5% | -5.4% |
| 3M | -25.5% | -1.3% | -24.2% | -25.4% |
| 6M | +19.4% | -3.8% | +23.2% | +19.0% |
| YTD | +14.2% | +3.6% | +10.5% | +15.6% |
| 1Y | +69.0% | -5.7% | +74.7% | +69.9% |
| 3Y | +503.9% | +1.6% | +502.4% | +498.5% |
| 5Y | +27.7% | +14.6% | +13.0% | +24.8% |
| All | +70.2% | +16.2% | +54.0% | +62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling