+233.3%
CP vs PFGC
+287.3%
-54.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +0.6% | -3.7% | +4.3% | +1.4% |
| 30D | -0.5% | -16.0% | +15.5% | +3.1% |
| 3M | +0.1% | -4.1% | +4.2% | +0.8% |
| 6M | +7.8% | +8.7% | -0.9% | +5.5% |
| YTD | +22.9% | +6.4% | +16.5% | +20.4% |
| 1Y | +21.3% | -8.4% | +29.7% | +22.6% |
| 3Y | +20.4% | +61.8% | -41.4% | +7.3% |
| 5Y | +34.9% | +108.7% | -73.8% | +12.1% |
| 10Y | +233.3% | +298.1% | -64.8% | +154.7% |
| All | +233.3% | +287.3% | -54.0% | +154.7% |
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