-76.7%
PCG vs CAG
-38.3%
-38.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.1% | +4.6% | -5.6% | -2.4% |
| 30D | +0.1% | +14.7% | -14.6% | -4.3% |
| 3M | -24.4% | +2.4% | -26.8% | -25.4% |
| 6M | -17.7% | +10.7% | -28.4% | -21.0% |
| YTD | -17.4% | -5.5% | -11.9% | -17.0% |
| 1Y | -19.4% | -4.6% | -14.8% | -19.3% |
| 3Y | -18.6% | -34.4% | +15.8% | -9.7% |
| 5Y | +10.2% | -39.2% | +49.4% | +24.0% |
| 10Y | -76.7% | -39.0% | -37.7% | -74.0% |
| All | -76.7% | -38.3% | -38.4% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling