+58.6%
CVE vs PFGC
+81.0%
-22.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | -14.1% | +12.5% | -26.5% | -15.1% |
| 30D | -11.6% | +17.0% | -28.6% | -13.3% |
| 3M | 0.0% | -2.1% | +2.1% | +1.1% |
| 6M | -8.4% | +25.9% | -34.3% | -13.1% |
| YTD | +65.9% | +22.0% | +43.9% | +57.1% |
| 1Y | +69.4% | +14.8% | +54.6% | +64.0% |
| All | +58.6% | +81.0% | -22.4% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling