+604.2%
COST vs PCG
-75.6%
+679.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -4.4% | -18.9% | +14.5% | -3.7% |
| 3M | -8.1% | -15.8% | +7.8% | -7.5% |
| 6M | -9.2% | -22.6% | +13.3% | -8.4% |
| YTD | +5.1% | -12.2% | +17.3% | +5.5% |
| 1Y | -5.1% | -7.1% | +2.0% | -5.0% |
| 3Y | +70.4% | -15.8% | +86.2% | +70.9% |
| 5Y | +104.7% | +53.3% | +51.4% | +100.7% |
| All | +604.2% | -75.6% | +679.8% | +628.3% |
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