+238.9%
CRM vs PG
+121.7%
+117.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.4% |
| 7D | -4.4% | -0.8% | -3.6% | -4.2% |
| 30D | +28.1% | +0.8% | +27.3% | +27.7% |
| 3M | +48.8% | -1.3% | +50.2% | +49.6% |
| 6M | +28.3% | -3.8% | +32.1% | +29.5% |
| YTD | -6.0% | +3.6% | -9.6% | -8.4% |
| 1Y | +1.4% | -5.7% | +7.2% | +2.5% |
| 3Y | +11.8% | +1.6% | +10.3% | +7.0% |
| 5Y | -2.0% | +14.6% | -16.6% | -12.8% |
| All | +238.9% | +121.7% | +117.2% | +135.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling