+298.3%
COP vs PCG
-77.2%
+375.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | -8.4% | -1.1% | -7.4% | -8.3% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | +15.1% | -24.4% | +39.5% | +18.0% |
| 6M | +19.8% | -17.7% | +37.4% | +21.5% |
| YTD | +46.8% | -17.4% | +64.2% | +48.7% |
| 1Y | +59.7% | -19.4% | +79.1% | +62.2% |
| 3Y | +28.7% | -18.6% | +47.3% | +29.9% |
| 5Y | +110.7% | +10.2% | +100.5% | +105.7% |
| 10Y | +298.3% | -76.7% | +375.0% | +275.9% |
| All | +298.3% | -77.2% | +375.5% | +275.9% |
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