-92.8%
CDE vs PCG
+85.2%
-178.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.7% |
| 7D | -2.3% | -2.0% | -0.3% | -2.0% |
| 30D | -12.1% | -2.7% | -9.4% | -11.8% |
| 3M | -23.9% | -25.1% | +1.1% | -21.8% |
| 6M | -29.0% | -22.3% | -6.7% | -27.4% |
| YTD | -19.7% | -18.5% | -1.2% | -18.3% |
| 1Y | -8.4% | -21.8% | +13.4% | -6.4% |
| 3Y | +578.5% | -21.0% | +599.5% | +592.6% |
| 5Y | +100.2% | +8.1% | +92.1% | +98.7% |
| 10Y | +56.5% | -76.6% | +133.1% | +55.9% |
| All | -92.8% | +85.2% | -178.1% | -91.0% |
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