+5.7%
CVS vs PCG
+13.7%
-8.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.4% |
| 7D | -7.1% | -1.6% | -5.5% | -6.9% |
| 30D | -4.0% | +1.4% | -5.4% | -4.3% |
| 3M | -12.2% | -23.4% | +11.2% | -9.2% |
| 6M | -2.2% | -19.4% | +17.2% | +0.2% |
| YTD | +8.9% | -18.5% | +27.4% | +11.2% |
| 1Y | +9.9% | -19.5% | +29.4% | +12.4% |
| 3Y | +32.1% | -21.0% | +53.1% | +33.3% |
| All | +5.7% | +13.7% | -8.0% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling