+207.0%
C vs PCG
-76.0%
+283.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | +4.2% | +2.2% | +2.0% | +3.9% |
| 30D | +2.0% | +0.8% | +1.2% | +1.9% |
| 3M | -10.1% | -23.8% | +13.7% | -7.8% |
| 6M | +1.0% | -19.6% | +20.6% | +2.9% |
| YTD | +8.5% | -16.7% | +25.2% | +9.9% |
| 1Y | +25.7% | -19.4% | +45.1% | +27.9% |
| 3Y | +216.0% | -18.3% | +234.3% | +219.9% |
| 5Y | +112.3% | +10.4% | +101.9% | +107.8% |
| All | +207.0% | -76.0% | +283.0% | +224.8% |
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