-76.5%
PCG vs CFG
+214.3%
-290.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -2.0% | +1.6% | -3.6% | -2.5% |
| 30D | -2.7% | +3.3% | -6.0% | -3.7% |
| 3M | -25.1% | -11.5% | -13.5% | -22.3% |
| 6M | -22.3% | +6.2% | -28.5% | -24.1% |
| YTD | -18.5% | +14.3% | -32.8% | -22.5% |
| 1Y | -21.8% | +26.7% | -48.6% | -28.2% |
| 3Y | -21.0% | +187.8% | -208.8% | -46.0% |
| 5Y | +8.1% | +61.3% | -53.2% | -12.9% |
| All | -76.5% | +214.3% | -290.8% | -84.5% |
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