+73.2%
CVE vs PFGC
+60.5%
+12.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +2.5% | -2.2% | +4.7% | +2.9% |
| 30D | +16.7% | -11.9% | +28.7% | +19.2% |
| 3M | +9.3% | +5.0% | +4.3% | +7.2% |
| 6M | +43.6% | +8.6% | +35.0% | +39.2% |
| YTD | +93.6% | +9.7% | +83.9% | +85.7% |
| 1Y | +98.8% | -6.3% | +105.0% | +101.9% |
| All | +73.2% | +60.5% | +12.7% | +47.7% |
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