+231.7%
CTVA vs PFGC
+147.6%
+84.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +4.9% | -2.2% | +7.1% | +5.5% |
| 30D | +11.9% | -11.9% | +23.9% | +15.4% |
| 3M | +13.7% | +5.0% | +8.7% | +12.0% |
| 6M | +13.1% | +8.6% | +4.5% | +10.2% |
| YTD | +32.0% | +9.7% | +22.3% | +27.7% |
| 1Y | +22.1% | -6.3% | +28.4% | +22.9% |
| 3Y | +77.5% | +58.2% | +19.3% | +55.4% |
| 5Y | +106.3% | +110.4% | -4.2% | +63.8% |
| All | +231.7% | +147.6% | +84.0% | +179.5% |
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