+186.4%
COP vs PCG
+58.3%
+128.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.7% |
| 7D | +3.0% | -13.9% | +16.9% | +6.1% |
| 30D | +17.5% | -16.9% | +34.3% | +22.0% |
| 3M | +13.4% | -14.7% | +28.1% | +16.6% |
| 6M | +17.7% | -23.8% | +41.6% | +25.0% |
| YTD | +46.6% | -10.5% | +57.1% | +47.2% |
| 1Y | +44.6% | -5.1% | +49.7% | +42.0% |
| 3Y | +20.7% | -11.6% | +32.3% | +18.4% |
| All | +186.4% | +58.3% | +128.1% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling