+1,023.5%
CRL vs PFG
+1,003.0%
+20.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.0% | +0.6% | +3.6% |
| 7D | +4.4% | +2.3% | +2.1% | +3.6% |
| 30D | +17.1% | +7.6% | +9.5% | +14.8% |
| 3M | +32.1% | +2.5% | +29.6% | +30.9% |
| 6M | +98.9% | +16.6% | +82.3% | +90.0% |
| YTD | +77.1% | +34.1% | +43.1% | +63.5% |
| 1Y | +110.3% | +44.1% | +66.2% | +90.6% |
| 3Y | +108.5% | +86.3% | +22.2% | +78.4% |
| 5Y | -7.9% | +101.6% | -109.4% | -22.8% |
| 10Y | +368.9% | +197.9% | +171.1% | +243.6% |
| All | +1,023.5% | +1,003.0% | +20.5% | +388.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling