+394.4%
PFGC vs CGNX
+316.6%
+77.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.5% |
| 7D | -4.8% | +3.2% | -7.9% | -5.5% |
| 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% | -1.3% |
| YTD | +4.5% | +79.2% | -74.8% | -13.5% |
| 1Y | -11.6% | +43.8% | -55.4% | -23.1% |
| 3Y | +58.5% | +52.0% | +6.5% | +29.6% |
| 5Y | +112.6% | -24.0% | +136.6% | +104.9% |
| 10Y | +291.1% | +189.1% | +102.0% | +183.3% |
| All | +394.4% | +316.6% | +77.8% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling