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  • CDE vs PCG✓SelectedUSD · PCGCDE vs PCG performance historyLatest closeAs of-1.89%09/04
Stock and ETF performance explorer

CDE vs PCG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+50.8%
PCG return
-6.6%
Excess return
+57.4%
Maximum drawdown
-47.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioPCGExcessAlpha
1D-1.9%+2.4%-4.3%-2.2%
7D+0.5%-13.9%+14.4%+3.1%
30D+21.9%-16.9%+38.7%+26.0%
3M+14.9%-14.7%+29.7%+18.2%
6M-10.5%-23.8%+13.3%-4.9%
YTD+19.3%-10.5%+29.8%+27.2%
1Y+50.8%-5.1%+55.9%+62.9%
All+50.8%-6.6%+57.4%+62.9%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling