-15.7%
PCG vs CRL
+1,630.9%
-1,646.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.8% | -3.3% |
| 7D | -1.6% | -6.1% | +4.5% | -0.7% |
| 30D | +1.4% | +12.4% | -11.0% | -1.1% |
| 3M | -23.4% | +27.1% | -50.5% | -27.0% |
| 6M | -19.4% | +85.7% | -105.1% | -28.8% |
| YTD | -18.5% | +69.2% | -87.7% | -27.5% |
| 1Y | -19.5% | +97.5% | -117.1% | -30.6% |
| 3Y | -21.0% | +86.1% | -107.1% | -33.8% |
| 5Y | +13.7% | -10.0% | +23.8% | +7.4% |
| 10Y | -77.2% | +395.0% | -472.1% | -84.3% |
| All | -15.7% | +1,630.9% | -1,646.5% | -51.9% |
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 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