-4.4%
PCG vs CAI
-9.5%
+5.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.1% | +0.8% |
| 7D | -0.5% | -25.6% | +25.2% | +0.4% |
| 30D | +0.8% | -17.7% | +18.5% | +1.3% |
| 3M | -22.0% | +4.4% | -26.4% | -22.3% |
| 6M | -17.1% | +51.3% | -68.4% | -18.7% |
| YTD | -16.9% | -9.5% | -7.4% | -16.5% |
| 1Y | -19.1% | -1.5% | -17.6% | -19.4% |
| All | -4.4% | -9.5% | +5.1% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling