+826.6%
CRS vs PFG
+95.0%
+731.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.7% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | -21.2% | +5.0% | -26.2% | -24.1% |
| 3M | -43.3% | +0.1% | -43.3% | -43.7% |
| 6M | -29.4% | +13.8% | -43.2% | -37.1% |
| YTD | -4.7% | +31.2% | -35.9% | -24.4% |
| 1Y | -9.6% | +37.1% | -46.7% | -30.9% |
| 3Y | +355.5% | +80.6% | +274.9% | +170.5% |
| 5Y | +826.6% | +93.7% | +732.8% | +397.7% |
| All | +826.6% | +95.0% | +731.6% | +397.7% |
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