+105.9%
C vs PCG
+13.7%
+92.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | -6.0% | +1.4% | -7.4% | -6.4% |
| 3M | -10.5% | -23.4% | +12.8% | -4.9% |
| 6M | -5.7% | -19.4% | +13.7% | -1.8% |
| YTD | +4.1% | -18.5% | +22.6% | +7.6% |
| 1Y | +20.5% | -19.5% | +40.0% | +24.9% |
| 3Y | +208.1% | -21.0% | +229.1% | +215.4% |
| All | +105.9% | +13.7% | +92.2% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling