-99.6%
CYCU vs PFGC
+8.4%
-108.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +0.8% |
| 7D | -2.5% | -4.8% | +2.3% | -3.7% |
| 30D | -25.6% | -17.2% | -8.4% | -29.2% |
| 3M | -39.7% | -6.3% | -33.4% | -46.2% |
| 6M | -74.6% | +8.8% | -83.4% | -79.0% |
| YTD | -84.1% | +4.9% | -89.1% | -86.6% |
| 1Y | -92.5% | -9.5% | -83.0% | -93.1% |
| All | -99.6% | +8.4% | -108.0% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling