+251.2%
CP vs PFGC
+419.1%
-167.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -2.7% | -2.2% | -0.5% | -2.2% |
| 30D | +0.2% | -11.9% | +12.1% | +2.7% |
| 3M | +2.6% | +5.0% | -2.4% | +1.3% |
| 6M | +6.0% | +8.6% | -2.6% | +3.8% |
| YTD | +24.9% | +9.7% | +15.3% | +21.7% |
| 1Y | +20.1% | -6.3% | +26.4% | +20.8% |
| 3Y | +16.4% | +58.2% | -41.8% | +4.3% |
| 5Y | +31.7% | +110.4% | -78.7% | +9.5% |
| 10Y | +223.9% | +272.8% | -48.9% | +136.8% |
| All | +251.2% | +419.1% | -167.9% | +139.2% |
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