-76.7%
PCG vs CFG
+248.3%
-324.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.4% |
| 7D | -1.1% | +0.3% | -1.3% | -1.2% |
| 30D | +0.1% | +3.2% | -3.1% | -1.0% |
| 3M | -24.4% | -9.7% | -14.7% | -22.1% |
| 6M | -17.7% | +3.6% | -21.3% | -18.9% |
| YTD | -17.4% | +14.7% | -32.1% | -21.6% |
| 1Y | -19.4% | +29.6% | -48.9% | -26.5% |
| 3Y | -18.6% | +190.6% | -209.2% | -44.4% |
| 5Y | +10.2% | +67.1% | -56.9% | -12.1% |
| 10Y | -76.7% | +237.0% | -313.7% | -84.0% |
| All | -76.7% | +248.3% | -324.9% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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