+942.5%
CRDO vs PFGC
+58.8%
+883.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | -4.5% | -4.8% | +0.3% | -2.4% |
| 30D | -39.2% | -12.5% | -26.7% | -35.7% |
| 3M | -38.5% | -9.7% | -28.7% | -37.4% |
| 6M | +40.6% | +7.0% | +33.6% | +28.6% |
| YTD | +13.2% | +4.5% | +8.8% | +4.3% |
| 1Y | +2.3% | -11.6% | +13.9% | +5.1% |
| 3Y | +942.5% | +58.5% | +884.1% | +632.8% |
| All | +942.5% | +58.8% | +883.7% | +632.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling