+33.2%
CTVA vs PFGC
+135.5%
-102.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -1.1% | -23.2% | -24.0% |
| 7D | -23.7% | +0.3% | -23.9% | -23.7% |
| 30D | -31.2% | +16.1% | -47.4% | -33.9% |
| 3M | -18.7% | +2.4% | -21.1% | -19.4% |
| 6M | -25.5% | +15.7% | -41.2% | -28.6% |
| YTD | -8.0% | +22.3% | -30.3% | -13.8% |
| 1Y | -7.0% | +13.9% | -20.9% | -11.1% |
| 3Y | +45.2% | +80.3% | -35.1% | +21.9% |
| All | +33.2% | +135.5% | -102.4% | +1.9% |
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