-76.4%
PCG vs CRL
+358.0%
-434.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.2% | +5.0% | -7.3% | -3.5% |
| 30D | -0.5% | +13.5% | -14.0% | -3.8% |
| 3M | -24.0% | +21.5% | -45.5% | -27.9% |
| 6M | -18.6% | +103.4% | -122.0% | -32.5% |
| YTD | -17.7% | +71.8% | -89.5% | -29.7% |
| 1Y | -20.0% | +97.5% | -117.5% | -34.3% |
| 3Y | -20.2% | +99.2% | -119.5% | -39.1% |
| 5Y | +8.4% | -12.1% | +20.5% | +7.5% |
| 10Y | -76.4% | +359.2% | -435.6% | -87.1% |
| All | -76.4% | +358.0% | -434.4% | -87.1% |
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