+38.8%
CVS vs PFGC
+419.1%
-380.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | +4.0% | -2.2% | +6.2% | +4.3% |
| 30D | -2.4% | -11.9% | +9.5% | -0.8% |
| 3M | +2.7% | +5.0% | -2.3% | +1.9% |
| 6M | +21.9% | +8.6% | +13.3% | +20.3% |
| YTD | +24.7% | +9.7% | +15.1% | +22.6% |
| 1Y | +35.4% | -6.3% | +41.7% | +35.9% |
| 3Y | +65.2% | +58.2% | +7.0% | +54.5% |
| 5Y | +30.5% | +110.4% | -79.9% | +16.4% |
| 10Y | +40.4% | +272.8% | -232.4% | +21.6% |
| All | +38.8% | +419.1% | -380.3% | +10.2% |
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