-5.3%
PG vs CRS
+102.1%
-107.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -0.2% | -16.6% | +16.4% | -0.3% |
| 3M | +4.8% | -3.5% | +8.3% | +4.3% |
| 6M | -6.1% | +15.4% | -21.5% | -6.8% |
| YTD | +4.5% | +51.2% | -46.7% | +4.6% |
| 1Y | -5.3% | +98.3% | -103.6% | -5.1% |
| All | -5.3% | +102.1% | -107.4% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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