+250.7%
CP vs PFGC
+366.4%
-115.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +2.8% | +15.0% | -12.2% | -0.3% |
| 30D | +11.0% | +17.0% | -5.9% | +7.3% |
| 3M | +3.8% | -2.5% | +6.3% | +4.1% |
| 6M | +9.5% | +19.2% | -9.7% | +5.0% |
| YTD | +28.2% | +23.4% | +4.8% | +21.6% |
| 1Y | +33.0% | +13.9% | +19.1% | +28.2% |
| 3Y | +35.5% | +82.0% | -46.4% | +17.7% |
| 5Y | +25.8% | +128.7% | -102.9% | +2.5% |
| 10Y | +250.7% | +361.5% | -110.8% | +161.2% |
| All | +250.7% | +366.4% | -115.7% | +161.2% |
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