+54.5%
PCG vs CFG
+101.4%
-46.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -13.9% | +1.5% | -15.4% | -14.2% |
| 30D | -16.9% | -3.8% | -13.0% | -16.0% |
| 3M | -14.7% | +11.5% | -26.2% | -17.2% |
| 6M | -23.8% | +19.2% | -43.0% | -27.4% |
| YTD | -10.5% | +23.7% | -34.2% | -15.8% |
| 1Y | -5.1% | +38.8% | -44.0% | -13.7% |
| 3Y | -11.6% | +178.9% | -190.5% | -35.0% |
| All | +54.5% | +101.4% | -46.9% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling