+262.2%
CP vs PFGC
+346.1%
-83.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +10.3% | +16.1% | -5.8% | +6.8% |
| 3M | +2.3% | +2.4% | -0.1% | +1.5% |
| 6M | +10.7% | +15.7% | -5.0% | +6.9% |
| YTD | +29.3% | +22.3% | +7.0% | +22.9% |
| 1Y | +31.5% | +13.9% | +17.6% | +26.7% |
| 3Y | +36.7% | +80.3% | -43.6% | +18.9% |
| 5Y | +26.8% | +136.1% | -109.3% | +2.7% |
| All | +262.2% | +346.1% | -83.9% | +169.8% |
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