-66.7%
PCG vs CFG
+351.2%
-417.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.9% | -0.4% |
| 7D | 0.0% | -2.2% | +2.2% | +0.6% |
| 30D | +5.8% | +0.4% | +5.5% | +5.6% |
| 3M | -22.8% | -12.6% | -10.2% | -19.9% |
| 6M | -18.4% | +0.6% | -19.0% | -18.9% |
| YTD | -16.9% | +12.4% | -29.3% | -20.2% |
| 1Y | -17.6% | +27.7% | -45.3% | -23.9% |
| 3Y | -20.0% | +172.4% | -192.3% | -42.0% |
| 5Y | +16.0% | +64.0% | -47.9% | -4.9% |
| 10Y | -76.7% | +252.8% | -329.5% | -85.4% |
| All | -66.7% | +351.2% | -417.9% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling