-5.1%
PCG vs CAI
-31.3%
+26.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | -13.9% | -2.2% | -11.7% | -13.8% |
| 30D | -16.9% | +52.4% | -69.3% | -17.5% |
| 3M | -14.7% | +45.1% | -59.8% | -15.3% |
| 6M | -23.8% | +26.2% | -50.1% | -24.2% |
| YTD | -10.5% | -7.1% | -3.4% | -10.4% |
| 1Y | -5.1% | -31.0% | +25.9% | -3.2% |
| All | -5.1% | -31.3% | +26.1% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling