-19.4%
PCG vs CRL
+102.9%
-122.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | -0.5% | -1.7% | +1.3% | -0.4% |
| 30D | +0.8% | +14.6% | -13.8% | -0.5% |
| 3M | -22.0% | +24.8% | -46.9% | -23.6% |
| 6M | -17.1% | +94.7% | -111.8% | -22.3% |
| YTD | -16.9% | +73.4% | -90.2% | -21.5% |
| 1Y | -19.1% | +104.7% | -123.7% | -25.1% |
| 3Y | -19.4% | +101.1% | -120.5% | -37.6% |
| All | -19.4% | +102.9% | -122.4% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling