+63.7%
PFGC vs CRL
+37.9%
+25.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.4% |
| 7D | -2.4% | -0.6% | -1.9% | -2.4% |
| 30D | -15.8% | +5.0% | -20.7% | -16.5% |
| 3M | -0.6% | +50.6% | -51.2% | -7.2% |
| 6M | +10.7% | +60.9% | -50.3% | +1.5% |
| YTD | +7.6% | +40.7% | -33.1% | +0.7% |
| 1Y | -7.8% | +73.3% | -81.1% | -17.4% |
| 3Y | +63.7% | +40.6% | +23.2% | +49.2% |
| All | +63.7% | +37.9% | +25.8% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling