+3,866.9%
CRS vs PFG
+979.8%
+2,887.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.9% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | -21.2% | +5.0% | -26.2% | -23.4% |
| 3M | -43.3% | +0.1% | -43.3% | -43.6% |
| 6M | -29.4% | +13.8% | -43.2% | -34.9% |
| YTD | -4.7% | +31.2% | -35.9% | -18.8% |
| 1Y | -9.6% | +37.1% | -46.7% | -24.9% |
| 3Y | +355.5% | +80.6% | +274.9% | +225.0% |
| 5Y | +826.6% | +93.7% | +732.8% | +542.9% |
| 10Y | +846.1% | +185.5% | +660.6% | +464.2% |
| All | +3,866.9% | +979.8% | +2,887.1% | +1,001.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling