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  • CRL vs PFG✓SelectedUSD · PFGCRL vs PFG performance historyLatest closeAs of-1.65%09/04
Stock and ETF performance explorer

CRL vs PFG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+77.7%
PFG return
+51.4%
Excess return
+26.4%
Maximum drawdown
-33.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioPFGExcessAlpha
1D-1.7%-1.5%-0.1%-1.0%
7D-1.0%+5.5%-6.6%-3.5%
30D+10.7%+2.4%+8.3%+9.4%
3M+55.3%+13.6%+41.7%+42.8%
6M+60.7%+27.9%+32.8%+33.5%
YTD+44.6%+35.6%+9.1%+16.9%
1Y+77.7%+48.5%+29.3%+38.6%
All+77.7%+51.4%+26.4%+38.6%

Cumulative growth

Daily Returns

Daily percentage return beside PFG.

Daily Out/Under-Performance

Portfolio return minus PFG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PFG 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 PFG 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