+65.2%
CSGP vs PFGC
+347.9%
-282.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -4.3% |
| 7D | +1.3% | +8.5% | -7.3% | -0.4% |
| 30D | +10.7% | +15.0% | -4.3% | +7.8% |
| 3M | +3.3% | -6.2% | +9.5% | +4.3% |
| 6M | -10.3% | +15.7% | -26.1% | -13.0% |
| YTD | -54.6% | +19.6% | -74.1% | -56.5% |
| 1Y | -54.6% | +13.2% | -67.8% | -56.1% |
| 3Y | -60.3% | +77.0% | -137.3% | -65.0% |
| 5Y | -63.3% | +121.5% | -184.8% | -69.2% |
| All | +65.2% | +347.9% | -282.7% | +28.3% |
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 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