+56.1%
CDE vs PCG
-76.0%
+132.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | -3.1% | -3.5% | +0.4% | -2.6% |
| 30D | +9.5% | -20.6% | +30.1% | +13.0% |
| 3M | +25.5% | -17.6% | +43.1% | +28.7% |
| 6M | -7.9% | -23.5% | +15.6% | -4.5% |
| YTD | +15.6% | -13.6% | +29.2% | +17.3% |
| 1Y | +34.0% | -11.3% | +45.4% | +35.5% |
| 3Y | +791.9% | -16.9% | +808.8% | +811.5% |
| 5Y | +197.7% | +50.8% | +146.9% | +181.1% |
| All | +56.1% | -76.0% | +132.1% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling