+9.3%
PCG vs CAG
-41.0%
+50.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.8% |
| 7D | +2.2% | -3.3% | +5.5% | +3.1% |
| 30D | +0.8% | +7.7% | -6.9% | -1.5% |
| 3M | -23.8% | -3.2% | -20.6% | -23.4% |
| 6M | -19.6% | +7.0% | -26.6% | -21.8% |
| YTD | -16.7% | -9.0% | -7.8% | -15.2% |
| 1Y | -19.4% | -9.6% | -9.8% | -17.8% |
| 3Y | -18.3% | -36.0% | +17.7% | -9.9% |
| All | +9.3% | -41.0% | +50.3% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling