+87.3%
PCG vs CAG
+602.0%
-514.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.5% |
| 7D | -1.6% | +5.8% | -7.4% | -3.0% |
| 30D | +1.4% | +16.4% | -14.9% | -2.6% |
| 3M | -23.4% | +3.8% | -27.2% | -24.5% |
| 6M | -19.4% | +10.8% | -30.2% | -22.0% |
| YTD | -18.5% | -5.8% | -12.7% | -18.1% |
| 1Y | -19.5% | -2.4% | -17.1% | -19.9% |
| 3Y | -21.0% | -33.4% | +12.4% | -14.5% |
| 5Y | +13.7% | -39.4% | +53.2% | +25.2% |
| 10Y | -77.2% | -37.5% | -39.7% | -75.6% |
| All | +87.3% | +602.0% | -514.6% | +15.5% |
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 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