+31.8%
CVS vs PFGC
+111.7%
-79.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -1.9% | -3.7% | +1.8% | -1.2% |
| 30D | -0.3% | -16.0% | +15.7% | +3.1% |
| 3M | -1.1% | -4.1% | +3.0% | -0.5% |
| 6M | +23.7% | +8.7% | +15.0% | +21.2% |
| YTD | +23.0% | +6.4% | +16.6% | +20.4% |
| 1Y | +37.2% | -8.4% | +45.5% | +38.4% |
| 3Y | +62.4% | +61.8% | +0.7% | +47.4% |
| 5Y | +31.8% | +108.7% | -76.9% | +14.4% |
| All | +31.8% | +111.7% | -79.8% | +14.4% |
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 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