+9.2%
COST vs PCG
-18.4%
+27.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.0% |
| 7D | +3.9% | -2.2% | +6.2% | +4.0% |
| 30D | +13.5% | -0.5% | +14.0% | +13.5% |
| 3M | +15.3% | -24.0% | +39.3% | +16.3% |
| 6M | +9.2% | -18.6% | +27.8% | +8.4% |
| All | +9.2% | -18.4% | +27.5% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling