+223.5%
C vs PCG
-77.4%
+300.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | -2.4% | -1.6% | -0.8% | -2.2% |
| 30D | -6.0% | +1.4% | -7.4% | -6.1% |
| 3M | -10.5% | -23.4% | +12.8% | -8.3% |
| 6M | -5.7% | -19.4% | +13.7% | -4.0% |
| YTD | +4.1% | -18.5% | +22.6% | +5.8% |
| 1Y | +20.5% | -19.5% | +40.0% | +22.5% |
| 3Y | +208.1% | -21.0% | +229.1% | +213.0% |
| 5Y | +110.4% | +13.7% | +96.7% | +105.5% |
| All | +223.5% | -77.4% | +300.9% | +235.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling