+5,648.9%
CRM vs PFG
+539.8%
+5,109.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -8.1% | -3.0% | -5.1% | -7.1% |
| 30D | +23.1% | +2.5% | +20.6% | +21.9% |
| 3M | +42.5% | +6.1% | +36.5% | +39.6% |
| 6M | +25.3% | +31.3% | -6.0% | +13.7% |
| YTD | -7.8% | +33.6% | -41.4% | -16.9% |
| 1Y | +1.0% | +48.5% | -47.5% | -12.5% |
| 3Y | +10.0% | +69.6% | -59.6% | -9.8% |
| 5Y | -3.9% | +111.5% | -115.3% | -27.7% |
| 10Y | +233.2% | +244.2% | -11.0% | +95.6% |
| All | +5,648.9% | +539.8% | +5,109.1% | +1,689.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling