-0.8%
CRM vs PFGC
+110.3%
-111.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.1% |
| 7D | -4.4% | -4.8% | +0.3% | -2.8% |
| 30D | +28.1% | -12.5% | +40.7% | +34.2% |
| 3M | +48.8% | -9.7% | +58.6% | +54.1% |
| 6M | +28.3% | +7.0% | +21.2% | +23.7% |
| YTD | -6.0% | +4.5% | -10.5% | -9.6% |
| 1Y | +1.4% | -11.6% | +13.0% | +4.5% |
| 3Y | +11.8% | +58.5% | -46.6% | -12.3% |
| All | -0.8% | +110.3% | -111.1% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling