+409.4%
PFGC vs CPAY
+188.0%
+221.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -0.7% |
| 7D | -2.4% | +0.6% | -3.0% | -2.7% |
| 30D | -15.8% | +3.6% | -19.4% | -17.4% |
| 3M | -0.6% | +16.6% | -17.2% | -8.6% |
| 6M | +10.7% | +29.5% | -18.8% | -4.7% |
| YTD | +7.6% | +35.3% | -27.6% | -11.3% |
| 1Y | -7.8% | +30.6% | -38.5% | -23.2% |
| 3Y | +63.7% | +49.7% | +14.0% | +20.6% |
| 5Y | +112.3% | +54.4% | +57.8% | +49.5% |
| 10Y | +286.7% | +142.8% | +143.9% | +143.2% |
| All | +409.4% | +188.0% | +221.4% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling