+419.1%
PFGC vs CRL
+354.0%
+65.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.1% |
| 7D | -2.2% | -1.0% | -1.2% | -1.9% |
| 30D | -11.9% | +10.7% | -22.6% | -15.3% |
| 3M | +5.0% | +55.3% | -50.3% | -11.7% |
| 6M | +8.6% | +60.7% | -52.1% | -11.2% |
| YTD | +9.7% | +44.6% | -34.9% | -7.5% |
| 1Y | -6.3% | +77.7% | -84.0% | -28.1% |
| 3Y | +58.2% | +37.6% | +20.6% | +24.1% |
| 5Y | +110.4% | -35.8% | +146.3% | +134.9% |
| 10Y | +272.8% | +241.7% | +31.0% | +65.8% |
| All | +419.1% | +354.0% | +65.1% | +127.0% |
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