+135.5%
CVE vs PFGC
+121.6%
+13.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | -16.1% | +8.5% | -24.7% | -17.6% |
| 30D | -10.4% | +15.0% | -25.4% | -13.1% |
| 3M | -2.4% | -6.2% | +3.8% | -1.3% |
| 6M | -4.4% | +15.7% | -20.2% | -8.4% |
| YTD | +64.9% | +19.6% | +45.4% | +55.3% |
| 1Y | +66.0% | +13.2% | +52.8% | +58.6% |
| 3Y | +57.7% | +77.0% | -19.3% | +32.1% |
| All | +135.5% | +121.6% | +13.9% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling