+216.0%
C vs PCG
-19.3%
+235.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | +4.2% | +2.2% | +2.0% | +3.7% |
| 30D | +2.0% | +0.8% | +1.2% | +1.8% |
| 3M | -10.1% | -23.8% | +13.7% | -5.6% |
| 6M | +1.0% | -19.6% | +20.6% | +4.3% |
| YTD | +8.5% | -16.7% | +25.2% | +10.3% |
| 1Y | +25.7% | -19.4% | +45.1% | +29.1% |
| 3Y | +216.0% | -18.3% | +234.3% | +213.0% |
| All | +216.0% | -19.3% | +235.3% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling