+254.2%
CP vs PFGC
+465.8%
-211.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.3% |
| 7D | +2.8% | +8.5% | -5.8% | +0.9% |
| 30D | +10.2% | +15.0% | -4.8% | +6.9% |
| 3M | +2.4% | -6.2% | +8.5% | +3.4% |
| 6M | +7.7% | +15.7% | -8.1% | +4.0% |
| YTD | +26.0% | +19.6% | +6.4% | +20.4% |
| 1Y | +34.6% | +13.2% | +21.4% | +30.0% |
| 3Y | +26.7% | +77.0% | -50.3% | +10.8% |
| 5Y | +24.9% | +121.5% | -96.6% | +2.6% |
| 10Y | +258.6% | +354.5% | -95.9% | +153.0% |
| All | +254.2% | +465.8% | -211.6% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling