+964.3%
PG vs CRL
+1,327.0%
-362.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -0.8% | -3.5% | +2.8% | -0.4% |
| 30D | +0.8% | -2.1% | +3.0% | +1.0% |
| 3M | -1.3% | +48.0% | -49.3% | -5.5% |
| 6M | -3.8% | +64.7% | -68.6% | -9.2% |
| YTD | +3.6% | +39.5% | -35.9% | -0.8% |
| 1Y | -5.7% | +74.2% | -79.9% | -12.1% |
| 3Y | +1.6% | +39.4% | -37.8% | -5.3% |
| 5Y | +14.6% | -36.9% | +51.5% | +15.7% |
| 10Y | +121.2% | +253.3% | -132.1% | +77.3% |
| All | +964.3% | +1,327.0% | -362.7% | +646.7% |
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