+61.0%
CIFR vs PGR
+163.4%
-102.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.3% | -6.0% | -5.6% |
| 7D | -8.2% | -3.4% | -4.8% | -9.1% |
| 30D | -7.4% | +1.8% | -9.2% | -6.6% |
| 3M | -24.2% | +5.9% | -30.1% | -22.3% |
| 6M | +14.2% | +4.6% | +9.6% | +17.3% |
| YTD | +8.0% | +1.1% | +6.9% | +10.7% |
| 1Y | +55.5% | -6.6% | +62.1% | +58.8% |
| 3Y | +429.6% | +74.2% | +355.4% | +519.7% |
| 5Y | +20.8% | +159.5% | -138.7% | +35.0% |
| All | +61.0% | +163.4% | -102.4% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling