-55.7%
CSGP vs PFGC
+14.0%
-69.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -3.2% | +15.0% | -18.2% | -4.6% |
| 30D | +2.2% | +17.0% | -14.8% | +0.9% |
| 3M | -3.7% | -2.5% | -1.2% | -5.3% |
| 6M | -7.4% | +19.2% | -26.6% | -7.4% |
| YTD | -54.9% | +23.4% | -78.3% | -55.2% |
| All | -55.7% | +14.0% | -69.7% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling