+817.3%
CRL vs PFG
+1,015.3%
-198.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.3% |
| 7D | -1.0% | +5.5% | -6.6% | -2.5% |
| 30D | +10.7% | +2.4% | +8.3% | +9.9% |
| 3M | +55.3% | +13.6% | +41.7% | +49.7% |
| 6M | +60.7% | +27.9% | +32.8% | +50.3% |
| YTD | +44.6% | +35.6% | +9.1% | +33.4% |
| 1Y | +77.7% | +48.5% | +29.3% | +60.1% |
| 3Y | +37.6% | +66.9% | -29.2% | +21.2% |
| 5Y | -35.8% | +111.0% | -146.8% | -46.8% |
| 10Y | +241.7% | +244.5% | -2.8% | +143.6% |
| All | +817.3% | +1,015.3% | -198.0% | +298.5% |
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 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