+218.9%
CTVA vs PFGC
+136.9%
+82.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -4.7% | -4.8% | +0.2% | -3.5% |
| 30D | +11.1% | -17.2% | +28.3% | +16.4% |
| 3M | +13.7% | -6.3% | +20.1% | +15.4% |
| 6M | +11.2% | +8.8% | +2.4% | +8.3% |
| YTD | +26.9% | +4.9% | +22.0% | +24.2% |
| 1Y | +18.8% | -9.5% | +28.3% | +20.7% |
| 3Y | +75.9% | +59.6% | +16.4% | +53.8% |
| 5Y | +105.2% | +113.5% | -8.3% | +62.4% |
| All | +218.9% | +136.9% | +82.1% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling