+95.7%
COST vs PCG
-20.2%
+115.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +3.9% | -2.2% | +6.2% | +4.1% |
| 30D | +13.5% | -0.5% | +14.0% | +13.6% |
| 3M | +15.3% | -24.0% | +39.3% | +18.0% |
| 6M | +9.2% | -18.6% | +27.8% | +10.6% |
| YTD | +26.9% | -17.7% | +44.5% | +28.6% |
| 1Y | +19.7% | -20.0% | +39.7% | +21.8% |
| All | +95.7% | -20.2% | +115.8% | +97.8% |
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