+8.9%
CRCL vs PCG
-12.7%
+21.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.1% |
| 7D | -11.2% | -3.5% | -7.7% | -11.6% |
| 30D | +27.1% | -20.6% | +47.7% | +23.4% |
| 3M | +9.6% | -17.6% | +27.2% | +7.3% |
| 6M | -19.7% | -23.5% | +3.8% | -21.7% |
| YTD | +14.2% | -13.6% | +27.9% | +12.2% |
| 1Y | -32.2% | -11.3% | -20.9% | -32.6% |
| All | +8.9% | -12.7% | +21.5% | +7.7% |
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 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