+81.2%
CL vs PFGC
+419.1%
-338.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -2.2% | -2.2% | 0.0% | -2.0% |
| 30D | -4.8% | -11.9% | +7.1% | -3.8% |
| 3M | +4.9% | +5.0% | -0.1% | +4.5% |
| 6M | -5.7% | +8.6% | -14.3% | -6.4% |
| YTD | +14.4% | +9.7% | +4.7% | +13.3% |
| 1Y | +8.7% | -6.3% | +15.0% | +9.1% |
| 3Y | +30.0% | +58.2% | -28.2% | +24.3% |
| 5Y | +28.4% | +110.4% | -82.1% | +19.0% |
| 10Y | +50.1% | +272.8% | -222.7% | +33.7% |
| All | +81.2% | +419.1% | -338.0% | +56.4% |
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