-76.7%
PCG vs CRL
+400.8%
-477.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | +0.3% |
| 7D | -1.1% | +4.4% | -5.4% | -2.2% |
| 30D | +0.1% | +17.1% | -17.0% | -4.0% |
| 3M | -24.4% | +32.1% | -56.5% | -29.7% |
| 6M | -17.7% | +98.9% | -116.6% | -31.3% |
| YTD | -17.4% | +77.1% | -94.6% | -30.0% |
| 1Y | -19.4% | +110.3% | -129.6% | -34.8% |
| 3Y | -18.6% | +108.5% | -127.1% | -38.6% |
| 5Y | +10.2% | -7.9% | +18.1% | +7.8% |
| 10Y | -76.7% | +368.9% | -445.6% | -87.4% |
| All | -76.7% | +400.8% | -477.5% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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