+64.1%
COP vs PCG
-19.5%
+83.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.6% |
| 7D | +4.4% | +2.2% | +2.3% | +4.4% |
| 30D | 0.0% | +0.8% | -0.8% | 0.0% |
| 3M | +15.0% | -23.8% | +38.8% | +16.1% |
| 6M | +22.0% | -19.6% | +41.6% | +22.0% |
| YTD | +55.3% | -16.7% | +72.1% | +48.0% |
| 1Y | +64.1% | -19.4% | +83.5% | +56.6% |
| All | +64.1% | -19.5% | +83.7% | +56.6% |
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