-75.3%
PCG vs CAG
-35.6%
-39.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -3.9% |
| 7D | +6.5% | -6.6% | +13.1% | +8.6% |
| 30D | -16.7% | +2.3% | -19.0% | -17.4% |
| 3M | -14.2% | +16.3% | -30.5% | -18.5% |
| 6M | -21.5% | -16.0% | -5.4% | -17.6% |
| YTD | -11.2% | -7.7% | -3.5% | -9.7% |
| 1Y | -4.2% | -16.0% | +11.8% | +0.1% |
| 3Y | -14.9% | -37.7% | +22.8% | -3.8% |
| 5Y | +54.2% | -41.2% | +95.5% | +75.7% |
| 10Y | -75.3% | -33.8% | -41.5% | -72.2% |
| All | -75.3% | -35.6% | -39.7% | -72.2% |
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