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  • PCG vs CRL✓SelectedUSD · CRLPCG vs CRL performance historyLatest closeAs of+3.64%09/08
Stock and ETF performance explorer

PCG vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-75.2%
CRL return
+241.6%
Excess return
-316.7%
Maximum drawdown
-94.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D+3.6%-2.7%+6.3%+4.3%
7D+5.4%-0.6%+6.0%+5.4%
30D-15.1%+5.0%-20.1%-16.2%
3M-9.8%+50.6%-60.4%-18.8%
6M-18.0%+60.9%-78.9%-28.2%
YTD-7.2%+40.7%-48.0%-16.5%
1Y+2.9%+73.3%-70.4%-12.9%
3Y-11.1%+40.6%-51.7%-24.9%
5Y+61.8%-37.0%+98.8%+77.4%
10Y-75.2%+244.3%-319.4%-85.6%
All-75.2%+241.6%-316.7%-85.6%

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