-13.1%
CRCL vs PFGC
-5.1%
-8.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.2% |
| 7D | +17.1% | -2.2% | +19.3% | +16.9% |
| 30D | +61.3% | -11.9% | +73.2% | +59.8% |
| 3M | +12.7% | +5.0% | +7.7% | +12.4% |
| 6M | -3.1% | +8.6% | -11.7% | -3.3% |
| YTD | +28.7% | +9.7% | +19.0% | +23.9% |
| 1Y | -13.1% | -6.3% | -6.9% | -9.4% |
| All | -13.1% | -5.1% | -8.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling