+332.3%
CRS vs PFGC
+82.6%
+249.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.2% |
| 7D | +4.8% | +3.4% | +1.4% | +3.2% |
| 30D | -23.2% | +16.9% | -40.1% | -29.3% |
| 3M | -45.5% | +6.4% | -51.9% | -47.3% |
| 6M | -33.1% | +16.0% | -49.1% | -39.2% |
| YTD | -7.2% | +23.6% | -30.8% | -20.0% |
| 1Y | -10.0% | +16.6% | -26.6% | -19.6% |
| 3Y | +332.3% | +82.3% | +250.0% | +181.2% |
| All | +332.3% | +82.6% | +249.7% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling