+257.7%
CRM vs PFGC
+403.3%
-145.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -5.0% | -3.7% | -1.3% | -4.2% |
| 30D | +23.6% | -16.0% | +39.6% | +28.0% |
| 3M | +39.6% | -4.1% | +43.7% | +40.7% |
| 6M | +23.4% | +8.7% | +14.7% | +20.7% |
| YTD | -7.4% | +6.4% | -13.7% | -9.5% |
| 1Y | -2.3% | -8.4% | +6.1% | -1.6% |
| 3Y | +10.5% | +61.8% | -51.2% | -1.7% |
| 5Y | -4.7% | +108.7% | -113.4% | -20.0% |
| 10Y | +234.7% | +298.1% | -63.4% | +144.5% |
| All | +257.7% | +403.3% | -145.6% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling