+159.4%
CVE vs PFGC
+419.1%
-259.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +2.5% | -2.2% | +4.7% | +3.3% |
| 30D | +16.7% | -11.9% | +28.7% | +21.9% |
| 3M | +9.3% | +5.0% | +4.3% | +6.5% |
| 6M | +43.6% | +8.6% | +35.0% | +36.9% |
| YTD | +93.6% | +9.7% | +83.9% | +82.8% |
| 1Y | +98.8% | -6.3% | +105.0% | +98.5% |
| 3Y | +73.6% | +58.2% | +15.4% | +40.3% |
| 5Y | +312.5% | +110.4% | +202.0% | +185.4% |
| 10Y | +161.0% | +272.8% | -111.7% | +57.3% |
| All | +159.4% | +419.1% | -259.7% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling