+130.7%
C vs PCG
+58.3%
+72.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.0% |
| 7D | +3.6% | -13.9% | +17.5% | +7.1% |
| 30D | +0.1% | -16.9% | +16.9% | +4.3% |
| 3M | +2.4% | -14.7% | +17.2% | +5.6% |
| 6M | +24.9% | -23.8% | +48.8% | +33.4% |
| YTD | +19.8% | -10.5% | +30.3% | +20.9% |
| 1Y | +44.9% | -5.1% | +50.0% | +42.8% |
| 3Y | +263.0% | -11.6% | +274.6% | +260.3% |
| All | +130.7% | +58.3% | +72.3% | +82.0% |
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 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