-10.0%
CRM vs PCG
-14.1%
+4.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.3% |
| 7D | -6.2% | +1.9% | -8.1% | -5.9% |
| 30D | -1.2% | +8.5% | -9.7% | +0.1% |
| 3M | +19.1% | -22.9% | +42.0% | +13.6% |
| 6M | +23.0% | -16.8% | +39.7% | +20.6% |
| YTD | -13.7% | -15.8% | +2.1% | -15.9% |
| 1Y | -10.0% | -16.0% | +6.0% | -12.8% |
| All | -10.0% | -14.1% | +4.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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