+85.2%
CSGP vs PFGC
+477.3%
-392.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +13.9% | +12.5% | +1.4% | +11.2% |
| 30D | +16.0% | +17.0% | -1.0% | +12.5% |
| 3M | +6.1% | -2.1% | +8.2% | +6.3% |
| 6M | -8.2% | +25.9% | -34.1% | -12.5% |
| YTD | -52.3% | +22.0% | -74.3% | -54.6% |
| 1Y | -54.5% | +14.8% | -69.3% | -56.1% |
| 3Y | -58.6% | +80.8% | -139.4% | -63.6% |
| 5Y | -61.5% | +126.0% | -187.5% | -67.9% |
| 10Y | +74.7% | +363.8% | -289.1% | +24.8% |
| All | +85.2% | +477.3% | -392.1% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling