+260.5%
CP vs PFGC
+351.0%
-90.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +2.1% | +3.4% | -1.3% | +1.4% |
| 30D | +9.3% | +16.9% | -7.6% | +5.6% |
| 3M | +0.5% | +6.4% | -5.9% | -1.1% |
| 6M | +10.4% | +16.0% | -5.6% | +6.5% |
| YTD | +28.7% | +23.6% | +5.1% | +22.0% |
| 1Y | +33.2% | +16.6% | +16.6% | +27.7% |
| 3Y | +38.4% | +82.3% | -43.8% | +20.1% |
| 5Y | +26.2% | +138.7% | -112.5% | +1.9% |
| All | +260.5% | +351.0% | -90.5% | +167.9% |
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