+106.2%
COST vs PCG
+61.3%
+45.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -1.2% |
| 7D | -3.2% | +5.4% | -8.6% | -4.0% |
| 30D | -4.0% | -15.1% | +11.1% | -1.9% |
| 3M | -6.5% | -9.8% | +3.3% | -5.6% |
| 6M | -8.5% | -18.0% | +9.5% | -6.1% |
| YTD | +6.0% | -7.2% | +13.3% | +6.3% |
| 1Y | -5.8% | +2.9% | -8.7% | -7.7% |
| 3Y | +71.8% | -11.1% | +82.9% | +70.8% |
| 5Y | +106.2% | +61.8% | +44.4% | +85.7% |
| All | +106.2% | +61.3% | +45.0% | +85.7% |
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