+810.1%
CDE vs PCG
-15.4%
+825.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +3.3% |
| 7D | -2.0% | +6.5% | -8.4% | -4.6% |
| 30D | +15.7% | -16.7% | +32.4% | +23.0% |
| 3M | +30.5% | -14.2% | +44.7% | +36.4% |
| 6M | -7.4% | -21.5% | +14.1% | +1.2% |
| YTD | +17.9% | -11.2% | +29.1% | +20.5% |
| 1Y | +46.7% | -4.2% | +50.9% | +42.8% |
| All | +810.1% | -15.4% | +825.5% | +768.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling