+403.3%
PFGC vs CNI
+166.6%
+236.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.6% |
| 7D | -3.7% | +0.9% | -4.6% | -4.3% |
| 30D | -16.0% | -2.1% | -13.8% | -14.8% |
| 3M | -4.1% | +1.8% | -6.0% | -5.9% |
| 6M | +8.7% | +14.8% | -6.1% | -3.3% |
| YTD | +6.4% | +25.4% | -19.0% | -12.0% |
| 1Y | -8.4% | +32.9% | -41.3% | -28.0% |
| 3Y | +61.8% | +20.2% | +41.6% | +33.0% |
| 5Y | +108.7% | +12.2% | +96.6% | +77.2% |
| 10Y | +298.1% | +136.0% | +162.1% | +116.1% |
| All | +403.3% | +166.6% | +236.7% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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