+629.1%
CRS vs PFGC
+61.7%
+567.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -0.5% | -3.7% | +3.2% | +1.5% |
| 30D | -18.1% | -16.0% | -2.1% | -10.4% |
| 3M | -12.4% | -4.1% | -8.3% | -11.5% |
| 6M | +15.9% | +8.7% | +7.2% | +8.6% |
| YTD | +45.8% | +6.4% | +39.5% | +36.5% |
| 1Y | +87.8% | -8.4% | +96.1% | +92.8% |
| All | +629.1% | +61.7% | +567.4% | +429.3% |
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 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