+98.2%
CL vs PFGC
+465.8%
-367.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | +1.3% | +8.5% | -7.2% | +0.6% |
| 30D | +11.4% | +15.0% | -3.6% | +10.0% |
| 3M | +4.4% | -6.2% | +10.6% | +4.9% |
| 6M | +10.8% | +15.7% | -5.0% | +9.3% |
| YTD | +25.1% | +19.6% | +5.6% | +22.9% |
| 1Y | +28.0% | +13.2% | +14.8% | +26.3% |
| 3Y | +37.6% | +77.0% | -39.3% | +30.3% |
| 5Y | +39.7% | +121.5% | -81.8% | +28.9% |
| 10Y | +75.8% | +354.5% | -278.8% | +53.6% |
| All | +98.2% | +465.8% | -367.6% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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