+29.1%
CVS vs PFGC
+485.1%
-456.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +6.6% | +3.4% | +3.1% | +6.1% |
| 30D | -0.4% | +16.9% | -17.4% | -2.8% |
| 3M | -5.3% | +6.4% | -11.7% | -6.4% |
| 6M | -7.7% | +16.0% | -23.7% | -10.0% |
| YTD | +16.0% | +23.6% | -7.6% | +11.9% |
| 1Y | +16.2% | +16.6% | -0.4% | +12.9% |
| 3Y | +47.6% | +82.3% | -34.7% | +35.0% |
| 5Y | +12.3% | +138.7% | -126.4% | -1.7% |
| 10Y | +62.4% | +352.8% | -290.5% | +36.7% |
| All | +29.1% | +485.1% | -456.0% | +0.6% |
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