+60.7%
COP vs PCG
-14.1%
+74.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.2% |
| 7D | -8.1% | +1.9% | -10.0% | -8.1% |
| 30D | +6.7% | +8.5% | -1.9% | +6.6% |
| 3M | +16.9% | -22.9% | +39.8% | +17.9% |
| 6M | +11.2% | -16.8% | +27.9% | +10.8% |
| YTD | +49.5% | -15.8% | +65.3% | +42.6% |
| 1Y | +60.7% | -16.0% | +76.7% | +52.4% |
| All | +60.7% | -14.1% | +74.8% | +52.4% |
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