+285.5%
PFGC vs CGNX
+193.6%
+91.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.5% |
| 7D | -4.8% | +3.2% | -7.9% | -5.6% |
| 30D | -12.5% | +6.0% | -18.5% | -14.1% |
| 3M | -9.7% | +3.5% | -13.3% | -11.6% |
| 6M | +7.0% | +26.3% | -19.3% | -1.6% |
| YTD | +4.5% | +79.2% | -74.8% | -14.3% |
| 1Y | -11.6% | +43.8% | -55.4% | -23.6% |
| 3Y | +58.5% | +52.0% | +6.5% | +28.2% |
| 5Y | +112.6% | -24.0% | +136.6% | +105.3% |
| All | +285.5% | +193.6% | +91.9% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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