+8.4%
PCG vs CRL
-12.2%
+20.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.2% | +5.0% | -7.3% | -2.8% |
| 30D | -0.5% | +13.5% | -14.0% | -2.1% |
| 3M | -24.0% | +21.5% | -45.5% | -25.9% |
| 6M | -18.6% | +103.4% | -122.0% | -26.0% |
| YTD | -17.7% | +71.8% | -89.5% | -23.9% |
| 1Y | -20.0% | +97.5% | -117.5% | -27.7% |
| 3Y | -20.2% | +99.2% | -119.5% | -30.7% |
| 5Y | +8.4% | -12.1% | +20.5% | +5.2% |
| All | +8.4% | -12.2% | +20.6% | +5.2% |
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