+21.8%
CP vs PFGC
+63.1%
-41.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +2.4% | -2.4% | +4.9% | +3.1% |
| 30D | -0.5% | -15.8% | +15.2% | +3.9% |
| 3M | +1.4% | -0.6% | +2.0% | +1.1% |
| 6M | +10.3% | +10.7% | -0.4% | +6.4% |
| YTD | +24.3% | +7.6% | +16.7% | +20.0% |
| 1Y | +20.4% | -7.8% | +28.3% | +21.9% |
| 3Y | +21.8% | +63.7% | -41.9% | +3.3% |
| All | +21.8% | +63.1% | -41.3% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling