-9.7%
CRL vs PFG
+91.4%
-101.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.7% | +9.5% | +8.8% |
| 7D | -6.1% | -0.6% | -5.4% | -6.1% |
| 30D | +12.4% | +2.0% | +10.4% | +10.6% |
| 3M | +27.1% | -3.2% | +30.3% | +28.5% |
| 6M | +85.7% | +10.9% | +74.8% | +70.4% |
| YTD | +69.2% | +28.8% | +40.4% | +41.0% |
| 1Y | +97.5% | +39.2% | +58.3% | +56.7% |
| 3Y | +86.1% | +75.0% | +11.1% | +29.0% |
| All | -9.7% | +91.4% | -101.1% | -41.2% |
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