-76.5%
PCG vs CRS
+814.8%
-891.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -2.0% | +7.4% | -9.4% | -3.6% |
| 30D | -2.7% | -21.2% | +18.5% | +1.6% |
| 3M | -25.1% | -43.3% | +18.2% | -16.1% |
| 6M | -22.3% | -29.4% | +7.1% | -17.8% |
| YTD | -18.5% | -4.7% | -13.8% | -20.1% |
| 1Y | -21.8% | -9.6% | -12.2% | -22.6% |
| 3Y | -21.0% | +355.5% | -376.5% | -50.4% |
| 5Y | +8.1% | +826.6% | -818.5% | -47.2% |
| All | -76.5% | +814.8% | -891.3% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling