+484.2%
PFGC vs CRL
+444.1%
+40.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | +15.0% | -1.7% | +16.7% | +15.0% |
| 30D | +17.0% | +14.6% | +2.4% | +10.0% |
| 3M | -2.5% | +24.8% | -27.3% | -11.6% |
| 6M | +19.2% | +94.7% | -75.5% | -9.7% |
| YTD | +23.4% | +73.4% | -49.9% | -4.1% |
| 1Y | +13.9% | +104.7% | -90.8% | -17.4% |
| 3Y | +82.0% | +101.1% | -19.1% | +19.6% |
| 5Y | +128.7% | -10.8% | +139.5% | +118.1% |
| 10Y | +361.5% | +358.8% | +2.7% | +84.8% |
| All | +484.2% | +444.1% | +40.1% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling