+1,907.2%
CVS vs PCG
+103.4%
+1,803.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.7% |
| 7D | +4.0% | -13.9% | +17.8% | +5.2% |
| 30D | -2.4% | -16.9% | +14.5% | -1.0% |
| 3M | +2.7% | -14.7% | +17.4% | +3.9% |
| 6M | +21.9% | -23.8% | +45.7% | +24.6% |
| YTD | +24.7% | -10.5% | +35.2% | +25.5% |
| 1Y | +35.4% | -5.1% | +40.6% | +35.4% |
| 3Y | +65.2% | -11.6% | +76.8% | +65.3% |
| 5Y | +30.5% | +59.0% | -28.5% | +23.0% |
| 10Y | +40.4% | -75.7% | +116.1% | +44.1% |
| All | +1,907.2% | +103.4% | +1,803.8% | +1,125.4% |
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