+113.5%
PFGC vs CPAY
+53.2%
+60.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -4.8% | -2.7% | -2.2% | -3.8% |
| 30D | -17.2% | +0.6% | -17.8% | -17.5% |
| 3M | -6.3% | +17.0% | -23.4% | -12.3% |
| 6M | +8.8% | +24.1% | -15.3% | -1.3% |
| YTD | +4.9% | +35.7% | -30.8% | -10.0% |
| 1Y | -9.5% | +34.0% | -43.5% | -22.3% |
| 3Y | +59.6% | +50.3% | +9.3% | +23.7% |
| 5Y | +113.5% | +56.7% | +56.9% | +49.7% |
| All | +113.5% | +53.2% | +60.3% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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