+320.3%
COP vs PCG
-77.4%
+397.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.8% |
| 7D | -11.5% | -1.6% | -9.9% | -11.4% |
| 30D | +5.0% | +1.4% | +3.5% | +4.8% |
| 3M | +17.5% | -23.4% | +40.9% | +20.2% |
| 6M | +16.2% | -19.4% | +35.6% | +18.2% |
| YTD | +48.8% | -18.5% | +67.3% | +50.9% |
| 1Y | +64.1% | -19.5% | +83.6% | +66.6% |
| 3Y | +25.7% | -21.0% | +46.6% | +27.2% |
| 5Y | +114.4% | +13.7% | +100.6% | +108.8% |
| All | +320.3% | -77.4% | +397.6% | +294.5% |
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