+31.9%
CVS vs PCG
+58.3%
-26.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.9% |
| 7D | +4.0% | -13.9% | +17.8% | +5.8% |
| 30D | -2.4% | -16.9% | +14.5% | -0.1% |
| 3M | +2.7% | -14.7% | +17.4% | +4.5% |
| 6M | +21.9% | -23.8% | +45.7% | +26.5% |
| YTD | +24.7% | -10.5% | +35.2% | +25.8% |
| 1Y | +35.4% | -5.1% | +40.6% | +35.0% |
| 3Y | +65.2% | -11.6% | +76.8% | +63.8% |
| All | +31.9% | +58.3% | -26.4% | +16.1% |
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