+298.1%
PFGC vs CRL
+244.4%
+53.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -3.7% | -4.6% | +0.9% | -2.0% |
| 30D | -16.0% | +0.5% | -16.4% | -16.2% |
| 3M | -4.1% | +46.6% | -50.8% | -17.8% |
| 6M | +8.7% | +57.3% | -48.6% | -10.7% |
| YTD | +6.4% | +39.5% | -33.2% | -9.4% |
| 1Y | -8.4% | +76.9% | -85.2% | -30.1% |
| 3Y | +61.8% | +39.4% | +22.4% | +24.6% |
| 5Y | +108.7% | -37.2% | +145.9% | +137.9% |
| 10Y | +298.1% | +253.4% | +44.7% | +63.5% |
| All | +298.1% | +244.4% | +53.7% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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