-37.0%
CRL vs PFG
+110.7%
-147.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -1.8% |
| 7D | -0.6% | +6.0% | -6.6% | -4.2% |
| 30D | +5.0% | +2.2% | +2.7% | +3.3% |
| 3M | +50.6% | +10.4% | +40.2% | +40.4% |
| 6M | +60.9% | +27.8% | +33.2% | +36.5% |
| YTD | +40.7% | +33.6% | +7.1% | +16.1% |
| 1Y | +73.3% | +49.3% | +24.0% | +33.2% |
| 3Y | +40.6% | +69.7% | -29.2% | +0.6% |
| 5Y | -37.0% | +111.3% | -148.3% | -58.6% |
| All | -37.0% | +110.7% | -147.7% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling