+69.0%
CIFR vs PG
-5.2%
+74.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +7.3% |
| 7D | -5.0% | -0.8% | -4.2% | -6.1% |
| 30D | -5.7% | +0.8% | -6.5% | -4.7% |
| 3M | -25.5% | -1.3% | -24.2% | -24.9% |
| 6M | +19.4% | -3.8% | +23.2% | +14.2% |
| YTD | +14.2% | +3.6% | +10.5% | +26.8% |
| 1Y | +69.0% | -5.7% | +74.7% | +78.4% |
| All | +69.0% | -5.2% | +74.2% | +78.4% |
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 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