+238.9%
CRM vs PFG
+251.1%
-12.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.6% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | +28.1% | +2.9% | +25.3% | +26.7% |
| 3M | +48.8% | +6.7% | +42.1% | +45.2% |
| 6M | +28.3% | +33.8% | -5.5% | +14.8% |
| YTD | -6.0% | +35.0% | -41.0% | -16.2% |
| 1Y | +1.4% | +46.4% | -45.0% | -12.5% |
| 3Y | +11.8% | +71.7% | -59.8% | -9.8% |
| 5Y | -2.0% | +113.7% | -115.7% | -27.6% |
| All | +238.9% | +251.1% | -12.2% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling