-62.8%
CSGP vs PFGC
+60.5%
-123.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -4.1% | -2.2% | -1.9% | -3.6% |
| 30D | +2.3% | -11.9% | +14.3% | +5.1% |
| 3M | -8.2% | +5.0% | -13.2% | -9.3% |
| 6M | -35.1% | +8.6% | -43.7% | -36.6% |
| YTD | -54.0% | +9.7% | -63.7% | -55.7% |
| 1Y | -65.3% | -6.3% | -59.0% | -64.7% |
| All | -62.8% | +60.5% | -123.3% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling