+73.2%
CVE vs PFGC
+12.5%
+60.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +13.5% | -21.2% | -3.7% |
| 7D | -12.1% | +13.9% | -25.9% | -8.2% |
| 30D | -9.8% | +18.4% | -28.1% | -5.0% |
| 3M | -0.7% | -2.5% | +1.8% | +0.7% |
| 6M | -4.3% | +26.0% | -30.3% | +1.1% |
| YTD | +70.6% | +21.9% | +48.7% | +79.6% |
| 1Y | +73.2% | +13.4% | +59.8% | +84.4% |
| All | +73.2% | +12.5% | +60.7% | +84.4% |
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