-4.2%
PCG vs CRS
+83.0%
-87.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -15.8% |
| 3M | -14.2% | -12.4% | -1.7% | -13.9% |
| 6M | -21.5% | +15.9% | -37.4% | -23.4% |
| YTD | -11.2% | +45.8% | -57.0% | -14.3% |
| 1Y | -4.2% | +87.8% | -92.0% | -8.1% |
| All | -4.2% | +83.0% | -87.2% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling