+1,323.2%
CRS vs PFGC
+292.9%
+1,030.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -6.8% | -4.8% | -2.0% | -4.6% |
| 30D | -16.1% | -12.5% | -3.6% | -10.8% |
| 3M | -21.2% | -9.7% | -11.4% | -17.9% |
| 6M | +8.7% | +7.0% | +1.7% | +4.5% |
| YTD | +41.0% | +4.5% | +36.5% | +35.9% |
| 1Y | +82.7% | -11.6% | +94.3% | +89.9% |
| 3Y | +604.8% | +58.5% | +546.3% | +456.7% |
| 5Y | +1,384.7% | +112.6% | +1,272.1% | +905.7% |
| All | +1,323.2% | +292.9% | +1,030.3% | +688.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling