+16.6%
PFGC vs CRL
+99.6%
-83.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +16.9% | +11.9% | +5.0% | +15.4% |
| 3M | +6.4% | +20.2% | -13.8% | +4.3% |
| 6M | +16.0% | +107.5% | -91.5% | +7.5% |
| YTD | +23.6% | +69.4% | -45.8% | +14.5% |
| 1Y | +16.6% | +99.7% | -83.1% | +4.9% |
| All | +16.6% | +99.6% | -83.0% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling