-10.0%
CRM vs PFGC
+12.5%
-22.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +13.5% | -11.3% | +2.7% |
| 7D | -6.2% | +13.9% | -20.0% | -5.6% |
| 30D | -1.2% | +18.4% | -19.5% | -0.2% |
| 3M | +19.1% | -2.5% | +21.6% | +18.4% |
| 6M | +23.0% | +26.0% | -3.1% | +28.1% |
| YTD | -13.7% | +21.9% | -35.5% | -10.6% |
| 1Y | -10.0% | +13.4% | -23.4% | -5.5% |
| All | -10.0% | +12.5% | -22.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling