-76.0%
PCG vs CFG
+216.2%
-292.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.0% |
| 7D | +2.2% | +3.2% | -1.0% | +1.2% |
| 30D | +0.8% | +5.1% | -4.4% | -0.8% |
| 3M | -23.8% | -11.2% | -12.6% | -21.0% |
| 6M | -19.6% | +9.6% | -29.2% | -22.2% |
| YTD | -16.7% | +15.0% | -31.7% | -21.0% |
| 1Y | -19.4% | +29.9% | -49.2% | -26.6% |
| 3Y | -18.3% | +192.1% | -210.4% | -44.4% |
| 5Y | +10.4% | +62.3% | -51.9% | -11.1% |
| All | -76.0% | +216.2% | -292.2% | -84.2% |
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