+1,652.2%
CVS vs PCG
+85.2%
+1,567.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.3% |
| 7D | -7.1% | -1.6% | -5.5% | -7.0% |
| 30D | -4.0% | +1.4% | -5.4% | -4.2% |
| 3M | -12.2% | -23.4% | +11.2% | -10.3% |
| 6M | -2.2% | -19.4% | +17.2% | -0.6% |
| YTD | +8.9% | -18.5% | +27.4% | +10.4% |
| 1Y | +9.9% | -19.5% | +29.4% | +11.5% |
| 3Y | +32.1% | -21.0% | +53.1% | +33.6% |
| 5Y | +5.7% | +13.7% | -8.1% | +2.7% |
| 10Y | +39.0% | -77.2% | +116.2% | +43.2% |
| All | +1,652.2% | +85.2% | +1,567.0% | +978.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling