+992.7%
C vs PCG
+88.9%
+903.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.8% | -4.8% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -7.3% | +5.8% | -13.2% | -8.3% |
| 3M | -13.5% | -22.8% | +9.3% | -10.1% |
| 6M | -6.5% | -18.4% | +11.9% | -3.9% |
| YTD | +3.6% | -16.9% | +20.5% | +5.9% |
| 1Y | +18.9% | -17.6% | +36.5% | +21.6% |
| 3Y | +205.0% | -20.0% | +224.9% | +211.6% |
| 5Y | +109.4% | +16.0% | +93.3% | +99.1% |
| 10Y | +232.9% | -76.7% | +309.6% | +252.7% |
| All | +992.7% | +88.9% | +903.8% | +390.0% |
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 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