+29.9%
COP vs PCG
-20.2%
+50.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +0.7% | -2.2% | +2.9% | +0.9% |
| 30D | +0.2% | -0.5% | +0.7% | +0.2% |
| 3M | +10.2% | -24.0% | +34.2% | +13.5% |
| 6M | +20.1% | -18.6% | +38.7% | +21.8% |
| YTD | +50.5% | -17.7% | +68.2% | +51.2% |
| 1Y | +56.8% | -20.0% | +76.8% | +58.3% |
| All | +29.9% | -20.2% | +50.1% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling