+9.3%
PCG vs CRL
-12.1%
+21.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +0.8% | +11.9% | -11.2% | -0.8% |
| 3M | -23.8% | +20.2% | -44.0% | -25.7% |
| 6M | -19.6% | +107.5% | -127.2% | -27.1% |
| YTD | -16.7% | +69.4% | -86.2% | -22.9% |
| 1Y | -19.4% | +99.7% | -119.1% | -27.3% |
| 3Y | -18.3% | +98.8% | -117.1% | -29.1% |
| All | +9.3% | -12.1% | +21.4% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling