+14.1%
PCG vs CRS
+772.4%
-758.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | +1.4% | -28.8% | +30.2% | +5.3% |
| 3M | -23.4% | -50.0% | +26.6% | -17.0% |
| 6M | -19.4% | -39.2% | +19.8% | -15.2% |
| YTD | -18.5% | -11.4% | -7.1% | -18.7% |
| 1Y | -19.5% | -11.7% | -7.8% | -19.8% |
| 3Y | -21.0% | +319.6% | -340.6% | -40.3% |
| All | +14.1% | +772.4% | -758.3% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling