+95.2%
CNC vs PFGC
+292.9%
-197.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -0.9% | -4.8% | +3.8% | -0.1% |
| 30D | -1.0% | -12.5% | +11.6% | +1.3% |
| 3M | +4.5% | -9.7% | +14.3% | +6.1% |
| 6M | +85.2% | +7.0% | +78.2% | +82.2% |
| YTD | +61.4% | +4.5% | +56.9% | +58.9% |
| 1Y | +94.9% | -11.6% | +106.5% | +97.3% |
| 3Y | 0.0% | +58.5% | -58.5% | -9.4% |
| 5Y | +11.2% | +112.6% | -101.4% | -6.0% |
| All | +95.2% | +292.9% | -197.7% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling