+105.7%
PCG vs CAG
+604.9%
-499.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -13.9% | -3.8% | -10.1% | -13.1% |
| 30D | -16.9% | +3.1% | -20.0% | -17.6% |
| 3M | -14.7% | +23.5% | -38.2% | -19.4% |
| 6M | -23.8% | -14.8% | -9.0% | -21.2% |
| YTD | -10.5% | -5.4% | -5.1% | -9.9% |
| 1Y | -5.1% | -11.8% | +6.7% | -2.9% |
| 3Y | -11.6% | -36.7% | +25.1% | -2.8% |
| 5Y | +59.0% | -40.3% | +99.3% | +76.1% |
| 10Y | -75.7% | -37.0% | -38.7% | -74.1% |
| All | +105.7% | +604.9% | -499.2% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling