-7.4%
PCG vs CRL
+1,379.5%
-1,386.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | -13.9% | -1.0% | -12.8% | -13.7% |
| 30D | -16.9% | +10.7% | -27.5% | -18.4% |
| 3M | -14.7% | +55.3% | -70.0% | -21.7% |
| 6M | -23.8% | +60.7% | -84.5% | -31.0% |
| YTD | -10.5% | +44.6% | -55.1% | -17.7% |
| 1Y | -5.1% | +77.7% | -82.9% | -16.4% |
| 3Y | -11.6% | +37.6% | -49.2% | -21.3% |
| 5Y | +59.0% | -35.8% | +94.8% | +60.4% |
| 10Y | -75.7% | +241.7% | -317.5% | -82.2% |
| All | -7.4% | +1,379.5% | -1,386.9% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling