-61.5%
CSGP vs PFGC
+131.9%
-193.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +13.9% | +12.5% | +1.4% | +9.3% |
| 30D | +16.0% | +17.0% | -1.0% | +10.0% |
| 3M | +6.1% | -2.1% | +8.2% | +6.3% |
| 6M | -8.2% | +25.9% | -34.1% | -15.7% |
| YTD | -52.3% | +22.0% | -74.3% | -56.3% |
| 1Y | -54.5% | +14.8% | -69.3% | -57.4% |
| 3Y | -58.6% | +80.8% | -139.4% | -68.3% |
| 5Y | -61.5% | +126.0% | -187.5% | -73.8% |
| All | -61.5% | +131.9% | -193.4% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling