+5,793.7%
CRM vs PCG
-13.6%
+5,807.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.6% | -7.5% | -4.4% |
| 7D | -3.5% | +5.4% | -8.9% | -4.2% |
| 30D | +29.3% | -15.1% | +44.4% | +31.4% |
| 3M | +36.8% | -9.8% | +46.6% | +37.9% |
| 6M | +23.9% | -18.0% | +41.9% | +26.2% |
| YTD | -5.5% | -7.2% | +1.8% | -5.6% |
| 1Y | -0.4% | +2.9% | -3.3% | -2.1% |
| 3Y | +12.8% | -11.1% | +23.8% | +12.4% |
| 5Y | -3.5% | +61.8% | -65.3% | -11.6% |
| 10Y | +238.4% | -75.2% | +313.6% | +340.9% |
| All | +5,793.7% | -13.6% | +5,807.3% | +2,333.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling