+143.5%
CVE vs PFGC
+363.4%
-219.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +0.1% | +1.5% | -1.4% | -0.5% |
| 30D | -10.8% | +17.4% | -28.2% | -16.7% |
| 3M | -4.3% | -2.4% | -1.9% | -4.8% |
| 6M | -1.5% | +18.2% | -19.7% | -9.3% |
| YTD | +70.7% | +23.7% | +47.0% | +52.2% |
| 1Y | +58.1% | +15.0% | +43.1% | +44.7% |
| 3Y | +69.8% | +82.3% | -12.5% | +28.2% |
| 5Y | +148.9% | +131.9% | +17.0% | +63.1% |
| 10Y | +143.5% | +353.0% | -209.5% | +43.1% |
| All | +143.5% | +363.4% | -219.8% | +43.1% |
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