+11.7%
CRCL vs PCG
-10.2%
+21.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +0.9% | -4.0% |
| 7D | +4.9% | +6.5% | -1.5% | +5.9% |
| 30D | +38.7% | -16.7% | +55.4% | +35.6% |
| 3M | +14.7% | -14.2% | +28.8% | +12.9% |
| 6M | -16.9% | -21.5% | +4.6% | -18.6% |
| YTD | +17.3% | -11.2% | +28.5% | +15.6% |
| 1Y | -21.2% | -4.2% | -17.0% | -20.1% |
| All | +11.7% | -10.2% | +21.9% | +11.0% |
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