-76.3%
PCG vs CAG
-36.8%
-39.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.3% |
| 7D | -2.2% | -1.8% | -0.5% | -1.7% |
| 30D | -0.5% | +9.7% | -10.1% | -3.6% |
| 3M | -24.0% | +0.5% | -24.4% | -24.5% |
| 6M | -18.6% | +8.9% | -27.5% | -21.6% |
| YTD | -17.7% | -8.4% | -9.3% | -16.5% |
| 1Y | -20.0% | -8.3% | -11.7% | -18.9% |
| 3Y | -20.2% | -36.1% | +15.9% | -10.8% |
| 5Y | +8.4% | -40.1% | +48.5% | +22.5% |
| All | -76.3% | -36.8% | -39.4% | -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