+62.9%
CSGP vs PFGC
+362.5%
-299.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -3.2% | +15.0% | -18.2% | -5.8% |
| 30D | +2.2% | +17.0% | -14.8% | -0.8% |
| 3M | -3.7% | -2.5% | -1.2% | -3.4% |
| 6M | -7.4% | +19.2% | -26.6% | -10.7% |
| YTD | -54.9% | +23.4% | -78.3% | -57.1% |
| 1Y | -54.9% | +13.9% | -68.7% | -56.4% |
| 3Y | -61.9% | +82.0% | -143.9% | -66.6% |
| 5Y | -63.1% | +128.7% | -191.8% | -69.2% |
| All | +62.9% | +362.5% | -299.6% | +25.4% |
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