+105.1%
CTVA vs PFGC
+111.7%
-6.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -5.8% | -3.7% | -2.1% | -4.9% |
| 30D | +11.1% | -16.0% | +27.0% | +16.1% |
| 3M | +13.2% | -4.1% | +17.4% | +14.3% |
| 6M | +8.7% | +8.7% | 0.0% | +5.8% |
| YTD | +27.3% | +6.4% | +20.9% | +24.0% |
| 1Y | +18.0% | -8.4% | +26.4% | +19.9% |
| 3Y | +76.5% | +61.8% | +14.7% | +53.1% |
| 5Y | +105.1% | +108.7% | -3.6% | +60.9% |
| All | +105.1% | +111.7% | -6.6% | +60.9% |
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