+40.5%
CVS vs PCG
-75.0%
+115.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -0.9% |
| 7D | -1.6% | +5.4% | -7.0% | -1.9% |
| 30D | +0.4% | -15.1% | +15.5% | +1.2% |
| 3M | -0.4% | -9.8% | +9.4% | 0.0% |
| 6M | +25.1% | -18.0% | +43.2% | +26.3% |
| YTD | +23.9% | -7.2% | +31.1% | +24.1% |
| 1Y | +41.1% | +2.9% | +38.2% | +40.4% |
| 3Y | +63.6% | -11.1% | +74.7% | +63.7% |
| 5Y | +31.5% | +61.8% | -30.3% | +27.3% |
| 10Y | +40.5% | -75.2% | +115.6% | +41.5% |
| All | +40.5% | -75.0% | +115.5% | +41.5% |
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