+6,191.5%
CRS vs PFG
+1,015.3%
+5,176.2%
-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% | +3.2% | +2.5% |
| 7D | -0.2% | +5.5% | -5.8% | -3.3% |
| 30D | -16.6% | +2.4% | -19.0% | -17.9% |
| 3M | -3.5% | +13.6% | -17.0% | -10.6% |
| 6M | +15.4% | +27.9% | -12.4% | +0.5% |
| YTD | +51.2% | +35.6% | +15.6% | +27.0% |
| 1Y | +98.3% | +48.5% | +49.8% | +57.8% |
| 3Y | +651.5% | +66.9% | +584.7% | +461.1% |
| 5Y | +1,411.1% | +111.0% | +1,300.2% | +905.2% |
| 10Y | +1,424.3% | +244.5% | +1,179.8% | +736.4% |
| All | +6,191.5% | +1,015.3% | +5,176.2% | +1,621.5% |
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