+13,986.6%
COST vs PCG
+87.1%
+13,899.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +3.9% | -2.2% | +6.2% | +4.2% |
| 30D | +13.5% | -0.5% | +14.0% | +13.6% |
| 3M | +15.3% | -24.0% | +39.3% | +18.2% |
| 6M | +9.2% | -18.6% | +27.8% | +10.9% |
| YTD | +26.9% | -17.7% | +44.5% | +28.7% |
| 1Y | +19.7% | -20.0% | +39.7% | +21.7% |
| 3Y | +96.0% | -20.2% | +116.3% | +98.2% |
| 5Y | +124.0% | +8.4% | +115.7% | +118.4% |
| 10Y | +760.6% | -76.4% | +837.0% | +791.2% |
| All | +13,986.6% | +87.1% | +13,899.5% | +6,460.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling