+129.7%
COP vs PCG
+6.9%
+122.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +3.4% | -2.0% | +5.4% | +3.9% |
| 30D | -0.6% | -2.7% | +2.1% | 0.0% |
| 3M | +10.8% | -25.1% | +35.8% | +17.8% |
| 6M | +19.6% | -22.3% | +41.9% | +25.4% |
| YTD | +52.9% | -18.5% | +71.4% | +56.7% |
| 1Y | +62.2% | -21.8% | +84.0% | +68.5% |
| 3Y | +32.4% | -21.0% | +53.4% | +33.6% |
| 5Y | +129.7% | +8.1% | +121.7% | +96.7% |
| All | +129.7% | +6.9% | +122.8% | +96.7% |
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