+16.2%
CVS vs PCG
-19.5%
+35.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.6% |
| 7D | +6.6% | +2.2% | +4.4% | +6.4% |
| 30D | -0.4% | +0.8% | -1.2% | -0.5% |
| 3M | -5.3% | -23.8% | +18.5% | -3.4% |
| 6M | -7.7% | -19.6% | +11.9% | -6.5% |
| YTD | +16.0% | -16.7% | +32.8% | +19.3% |
| 1Y | +16.2% | -19.4% | +35.6% | +20.9% |
| All | +16.2% | -19.5% | +35.7% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling