+238.9%
CRM vs PCG
-76.0%
+314.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.1% |
| 7D | -4.4% | -3.5% | -0.9% | -4.2% |
| 30D | +28.1% | -20.6% | +48.7% | +29.9% |
| 3M | +48.8% | -17.6% | +66.4% | +50.5% |
| 6M | +28.3% | -23.5% | +51.7% | +30.2% |
| YTD | -6.0% | -13.6% | +7.6% | -5.6% |
| 1Y | +1.4% | -11.3% | +12.8% | +1.6% |
| 3Y | +11.8% | -16.9% | +28.8% | +12.2% |
| 5Y | -2.0% | +50.8% | -52.8% | -5.6% |
| All | +238.9% | -76.0% | +314.9% | +257.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling