+1,416.6%
CRS vs PFG
+109.8%
+1,306.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | -0.5% | +3.2% | -3.8% | -3.1% |
| 30D | -18.1% | +0.9% | -19.0% | -18.9% |
| 3M | -12.4% | +7.7% | -20.1% | -18.2% |
| 6M | +15.9% | +29.0% | -13.0% | -5.5% |
| YTD | +45.8% | +32.5% | +13.4% | +15.4% |
| 1Y | +87.8% | +47.3% | +40.4% | +35.5% |
| 3Y | +648.7% | +68.2% | +580.5% | +374.3% |
| 5Y | +1,416.6% | +108.5% | +1,308.1% | +686.6% |
| All | +1,416.6% | +109.8% | +1,306.8% | +686.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling