+9.7%
CRM vs PCG
-16.3%
+26.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.4% |
| 7D | -8.1% | +0.5% | -8.6% | -8.1% |
| 30D | +23.1% | -18.9% | +42.0% | +23.7% |
| 3M | +42.5% | -15.8% | +58.4% | +42.8% |
| 6M | +25.3% | -22.6% | +47.9% | +26.6% |
| YTD | -7.8% | -12.2% | +4.4% | -8.7% |
| 1Y | +1.0% | -7.1% | +8.1% | -1.1% |
| All | +9.7% | -16.3% | +26.0% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling