+219.8%
C vs PCG
-18.9%
+238.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +2.2% |
| 7D | -0.9% | -1.1% | +0.1% | -0.7% |
| 30D | -5.4% | +0.1% | -5.5% | -5.4% |
| 3M | -9.2% | -24.4% | +15.3% | -4.4% |
| 6M | -1.8% | -17.7% | +15.8% | +0.6% |
| YTD | +6.7% | -17.4% | +24.1% | +8.7% |
| 1Y | +23.5% | -19.4% | +42.9% | +26.7% |
| 3Y | +219.8% | -18.6% | +238.4% | +217.9% |
| All | +219.8% | -18.9% | +238.7% | +217.9% |
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