-11.2%
CRM vs PG
+17.1%
-28.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.1% |
| 7D | -3.7% | +4.1% | -7.7% | -2.8% |
| 30D | -1.1% | +13.3% | -14.5% | +2.1% |
| 3M | +15.5% | +14.6% | +0.9% | +19.8% |
| 6M | +19.5% | +17.0% | +2.5% | +26.0% |
| YTD | -15.5% | +20.0% | -35.5% | -11.4% |
| 1Y | -11.2% | +17.9% | -29.2% | -7.0% |
| All | -11.2% | +17.1% | -28.3% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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