+238.9%
CRM vs PFGC
+292.9%
-54.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.0% |
| 7D | -4.4% | -4.8% | +0.3% | -3.4% |
| 30D | +28.1% | -12.5% | +40.7% | +31.7% |
| 3M | +48.8% | -9.7% | +58.6% | +52.0% |
| 6M | +28.3% | +7.0% | +21.2% | +25.7% |
| YTD | -6.0% | +4.5% | -10.5% | -7.9% |
| 1Y | +1.4% | -11.6% | +13.0% | +3.0% |
| 3Y | +11.8% | +58.5% | -46.6% | -0.4% |
| 5Y | -2.0% | +112.6% | -114.6% | -18.3% |
| All | +238.9% | +292.9% | -54.0% | +149.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling