+22.1%
CTVA vs PFGC
-5.1%
+27.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +4.9% | -2.2% | +7.1% | +5.3% |
| 30D | +11.9% | -11.9% | +23.9% | +14.0% |
| 3M | +13.7% | +5.0% | +8.7% | +13.0% |
| 6M | +13.1% | +8.6% | +4.5% | +12.0% |
| YTD | +32.0% | +9.7% | +22.3% | +29.1% |
| 1Y | +22.1% | -6.3% | +28.4% | +32.4% |
| All | +22.1% | -5.1% | +27.2% | +32.4% |
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 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