+61.8%
PCG vs CRS
+1,394.1%
-1,332.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.2% | +4.1% |
| 7D | +5.4% | -3.1% | +8.5% | +5.8% |
| 30D | -15.1% | -19.6% | +4.5% | -12.9% |
| 3M | -9.8% | -8.1% | -1.7% | -9.3% |
| 6M | -18.0% | +18.6% | -36.6% | -20.5% |
| YTD | -7.2% | +45.9% | -53.1% | -12.6% |
| 1Y | +2.9% | +82.5% | -79.6% | -6.4% |
| 3Y | -11.1% | +648.9% | -660.0% | -37.3% |
| 5Y | +61.8% | +1,438.1% | -1,376.3% | -2.3% |
| All | +61.8% | +1,394.1% | -1,332.3% | -2.3% |
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