+77.7%
CRL vs PFG
+51.4%
+26.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 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