+341.0%
COP vs PCG
-75.9%
+416.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | +3.0% | -13.9% | +16.9% | +4.3% |
| 30D | +17.5% | -16.9% | +34.3% | +19.3% |
| 3M | +13.4% | -14.7% | +28.1% | +14.8% |
| 6M | +17.7% | -23.8% | +41.6% | +20.5% |
| YTD | +46.6% | -10.5% | +57.1% | +47.4% |
| 1Y | +44.6% | -5.1% | +49.7% | +44.3% |
| 3Y | +20.7% | -11.6% | +32.3% | +20.9% |
| 5Y | +185.0% | +59.0% | +126.0% | +169.3% |
| All | +341.0% | -75.9% | +416.9% | +318.5% |
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