+503.9%
CIFR vs PGR
+75.0%
+429.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +6.0% |
| 7D | -5.0% | -0.6% | -4.4% | -5.2% |
| 30D | -5.7% | +4.9% | -10.7% | -3.6% |
| 3M | -25.5% | +7.6% | -33.2% | -23.1% |
| 6M | +19.4% | +8.3% | +11.2% | +24.0% |
| YTD | +14.2% | +1.7% | +12.4% | +18.3% |
| 1Y | +69.0% | -6.8% | +75.9% | +76.9% |
| 3Y | +503.9% | +73.4% | +430.5% | +578.9% |
| All | +503.9% | +75.0% | +429.0% | +578.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 3y: compounded portfolio wealth divided by compounded PGR 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…
3y analysis · Full analysis span regression · 6 months rolling