+58.1%
CVE vs PFGC
+14.2%
+43.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +0.1% | +1.5% | -1.4% | +0.5% |
| 30D | -10.8% | +17.4% | -28.2% | -5.9% |
| 3M | -4.3% | -2.4% | -1.9% | -2.8% |
| 6M | -1.5% | +18.2% | -19.7% | +4.1% |
| YTD | +70.7% | +23.7% | +47.0% | +81.2% |
| 1Y | +58.1% | +15.0% | +43.1% | +66.4% |
| All | +58.1% | +14.2% | +43.9% | +66.4% |
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