+207.2%
C vs PCG
-76.5%
+283.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +4.7% | -2.0% | +6.7% | +5.0% |
| 30D | +0.2% | -2.7% | +2.9% | +0.5% |
| 3M | -9.3% | -25.1% | +15.7% | -6.8% |
| 6M | -0.8% | -22.3% | +21.5% | +1.4% |
| YTD | +8.5% | -18.5% | +27.0% | +10.3% |
| 1Y | +23.1% | -21.8% | +44.9% | +25.6% |
| 3Y | +220.8% | -21.0% | +241.8% | +225.9% |
| 5Y | +112.4% | +8.1% | +104.3% | +108.3% |
| All | +207.2% | -76.5% | +283.7% | +225.8% |
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