-93.0%
CDE vs PCG
+89.2%
-182.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.5% |
| 7D | -9.6% | +2.2% | -11.8% | -9.8% |
| 30D | -6.7% | +0.8% | -7.4% | -6.7% |
| 3M | -24.2% | -23.8% | -0.4% | -22.3% |
| 6M | -29.1% | -19.6% | -9.5% | -27.7% |
| YTD | -21.5% | -16.7% | -4.8% | -20.3% |
| 1Y | -7.4% | -19.4% | +12.0% | -5.7% |
| 3Y | +596.3% | -18.3% | +614.6% | +608.1% |
| 5Y | +95.7% | +10.4% | +85.3% | +93.7% |
| 10Y | +53.0% | -76.1% | +129.1% | +52.0% |
| All | -93.0% | +89.2% | -182.2% | -91.2% |
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