+350.3%
CRL vs PFG
+184.0%
+166.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | +0.1% | +2.4% | -2.2% | -0.9% |
| 30D | +11.9% | +5.9% | +6.0% | +8.8% |
| 3M | +20.2% | -0.4% | +20.6% | +19.7% |
| 6M | +107.5% | +14.8% | +92.7% | +92.2% |
| YTD | +69.4% | +31.9% | +37.5% | +47.4% |
| 1Y | +99.7% | +38.8% | +60.9% | +69.8% |
| 3Y | +98.8% | +82.4% | +16.4% | +50.9% |
| 5Y | -12.4% | +94.7% | -107.1% | -35.9% |
| All | +350.3% | +184.0% | +166.3% | +162.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling