+1,298.7%
CRDO vs PCG
+12.6%
+1,286.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +1.9% |
| 7D | -4.5% | -3.5% | -1.0% | -4.0% |
| 30D | -39.2% | -20.6% | -18.6% | -37.6% |
| 3M | -38.5% | -17.6% | -20.9% | -37.3% |
| 6M | +40.6% | -23.5% | +64.1% | +44.4% |
| YTD | +13.2% | -13.6% | +26.9% | +13.1% |
| 1Y | +2.3% | -11.3% | +13.6% | +1.2% |
| 3Y | +942.5% | -16.9% | +959.5% | +946.5% |
| All | +1,298.7% | +12.6% | +1,286.1% | +1,140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling