+629.2%
CRS vs PFG
+68.9%
+560.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -2.7% |
| 7D | -3.1% | +6.0% | -9.1% | -6.7% |
| 30D | -19.6% | +2.2% | -21.8% | -20.8% |
| 3M | -8.1% | +10.4% | -18.4% | -14.7% |
| 6M | +18.6% | +27.8% | -9.2% | -0.5% |
| YTD | +45.9% | +33.6% | +12.2% | +17.8% |
| 1Y | +82.5% | +49.3% | +33.2% | +35.2% |
| All | +629.2% | +68.9% | +560.3% | +372.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling