-76.4%
PCG vs CFG
+224.4%
-300.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.3% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | -0.5% | +3.1% | -3.6% | -1.5% |
| 3M | -24.0% | -9.7% | -14.3% | -21.6% |
| 6M | -18.6% | +6.7% | -25.3% | -20.6% |
| YTD | -17.7% | +15.2% | -32.8% | -22.0% |
| 1Y | -20.0% | +28.8% | -48.8% | -26.9% |
| 3Y | -20.2% | +190.1% | -210.3% | -45.6% |
| 5Y | +8.4% | +63.4% | -55.0% | -13.0% |
| 10Y | -76.4% | +219.8% | -296.1% | -84.3% |
| All | -76.4% | +224.4% | -300.8% | -84.3% |
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