-76.2%
PCG vs CAG
-38.9%
-37.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.9% |
| 7D | -0.5% | +6.6% | -7.1% | -2.4% |
| 30D | +0.8% | +13.9% | -13.1% | -3.5% |
| 3M | -22.0% | +4.0% | -26.1% | -23.4% |
| 6M | -17.1% | +10.0% | -27.1% | -20.3% |
| YTD | -16.9% | -6.1% | -10.7% | -16.3% |
| 1Y | -19.1% | -4.3% | -14.8% | -19.0% |
| 3Y | -19.4% | -34.6% | +15.1% | -10.6% |
| 5Y | +9.0% | -39.4% | +48.4% | +22.8% |
| 10Y | -76.2% | -34.2% | -42.0% | -74.5% |
| All | -76.2% | -38.9% | -37.3% | -74.5% |
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