+27.2%
CP vs PFGC
+138.1%
-110.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +2.1% | +3.4% | -1.3% | +1.2% |
| 30D | +9.3% | +16.9% | -7.6% | +4.5% |
| 3M | +0.5% | +6.4% | -5.9% | -1.6% |
| 6M | +10.4% | +16.0% | -5.6% | +5.3% |
| YTD | +28.7% | +23.6% | +5.1% | +19.6% |
| 1Y | +33.2% | +16.6% | +16.6% | +25.8% |
| 3Y | +38.4% | +82.3% | -43.8% | +13.5% |
| All | +27.2% | +138.1% | -110.9% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling