-75.2%
PCG vs CRL
+241.6%
-316.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 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