+2.9%
PCG vs CAG
-15.1%
+18.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.1% | +4.0% |
| 7D | +5.4% | -5.3% | +10.7% | +6.8% |
| 30D | -15.1% | +1.0% | -16.1% | -15.6% |
| 3M | -9.8% | +17.4% | -27.2% | -14.1% |
| 6M | -18.0% | -16.8% | -1.2% | -12.5% |
| YTD | -7.2% | -6.8% | -0.5% | -5.1% |
| 1Y | +2.9% | -15.4% | +18.2% | +9.9% |
| All | +2.9% | -15.1% | +18.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling