+76.9%
CRL vs PFG
+47.8%
+29.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -4.6% | +3.2% | -7.8% | -6.0% |
| 30D | +0.5% | +0.9% | -0.5% | 0.0% |
| 3M | +46.6% | +7.7% | +38.9% | +39.2% |
| 6M | +57.3% | +29.0% | +28.3% | +28.9% |
| YTD | +39.5% | +32.5% | +7.1% | +13.5% |
| 1Y | +76.9% | +47.3% | +29.6% | +36.0% |
| All | +76.9% | +47.8% | +29.1% | +36.0% |
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