+26.0%
C vs PCG
-14.1%
+40.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.6% |
| 7D | +1.1% | +1.9% | -0.8% | +0.9% |
| 30D | -2.4% | +8.5% | -10.9% | -2.9% |
| 3M | -8.4% | -22.9% | +14.5% | -7.3% |
| 6M | +0.3% | -16.8% | +17.1% | +0.8% |
| YTD | +9.1% | -15.8% | +24.9% | +9.6% |
| 1Y | +26.0% | -16.0% | +42.0% | +26.6% |
| All | +26.0% | -14.1% | +40.1% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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