+1,163.5%
C vs PCG
+103.4%
+1,060.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.7% |
| 7D | +3.6% | -13.9% | +17.5% | +5.9% |
| 30D | +0.1% | -16.9% | +16.9% | +2.8% |
| 3M | +2.4% | -14.7% | +17.2% | +4.6% |
| 6M | +24.9% | -23.8% | +48.8% | +30.1% |
| YTD | +19.8% | -10.5% | +30.3% | +21.0% |
| 1Y | +44.9% | -5.1% | +50.0% | +44.5% |
| 3Y | +263.0% | -11.6% | +274.6% | +264.6% |
| 5Y | +129.5% | +59.0% | +70.5% | +106.7% |
| 10Y | +291.6% | -75.7% | +367.3% | +313.4% |
| All | +1,163.5% | +103.4% | +1,060.2% | +459.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling