+13.4%
PG vs CRS
+1,363.4%
-1,350.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.6% |
| 7D | -0.8% | -6.8% | +6.0% | -0.6% |
| 30D | +0.8% | -16.1% | +17.0% | +1.3% |
| 3M | -1.3% | -21.2% | +19.8% | -0.8% |
| 6M | -3.8% | +8.7% | -12.5% | -4.4% |
| YTD | +3.6% | +41.0% | -37.3% | +2.2% |
| 1Y | -5.7% | +82.7% | -88.4% | -8.0% |
| 3Y | +1.6% | +604.8% | -603.2% | -9.6% |
| All | +13.4% | +1,363.4% | -1,350.0% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling