-75.3%
PCG vs CRS
+1,345.8%
-1,421.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.2% | -4.2% |
| 7D | +6.5% | -0.5% | +7.0% | +6.5% |
| 30D | -16.7% | -18.1% | +1.4% | -13.3% |
| 3M | -14.2% | -12.4% | -1.7% | -12.3% |
| 6M | -21.5% | +15.9% | -37.4% | -25.0% |
| YTD | -11.2% | +45.8% | -57.0% | -19.7% |
| 1Y | -4.2% | +87.8% | -92.0% | -19.0% |
| 3Y | -14.9% | +648.7% | -663.6% | -51.2% |
| 5Y | +54.2% | +1,416.6% | -1,362.4% | -30.5% |
| 10Y | -75.3% | +1,412.7% | -1,488.0% | -90.1% |
| All | -75.3% | +1,345.8% | -1,421.1% | -90.1% |
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