+801.7%
CRS vs PFG
+184.0%
+617.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.1% |
| 7D | +4.8% | +2.4% | +2.4% | +2.8% |
| 30D | -23.2% | +5.9% | -29.0% | -27.1% |
| 3M | -45.5% | -0.4% | -45.1% | -45.9% |
| 6M | -33.1% | +14.8% | -48.0% | -42.1% |
| YTD | -7.2% | +31.9% | -39.1% | -29.4% |
| 1Y | -10.0% | +38.8% | -48.8% | -34.8% |
| 3Y | +332.3% | +82.4% | +249.9% | +137.9% |
| 5Y | +801.9% | +94.7% | +707.2% | +358.0% |
| All | +801.7% | +184.0% | +617.8% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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