+113.6%
C vs PCG
+10.2%
+103.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.6% |
| 7D | +4.2% | +2.2% | +2.0% | +3.5% |
| 30D | +2.0% | +0.8% | +1.2% | +1.8% |
| 3M | -10.1% | -23.8% | +13.7% | -4.1% |
| 6M | +1.0% | -19.6% | +20.6% | +5.5% |
| YTD | +8.5% | -16.7% | +25.2% | +11.4% |
| 1Y | +25.7% | -19.4% | +45.1% | +30.5% |
| 3Y | +216.0% | -18.3% | +234.3% | +220.0% |
| All | +113.6% | +10.2% | +103.4% | +84.1% |
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