0.0%
PCG vs CAI
-28.7%
+28.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.7% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | -15.1% | +9.1% | -24.3% | -15.2% |
| 3M | -9.8% | +53.8% | -63.6% | -10.6% |
| 6M | -18.0% | +33.5% | -51.5% | -18.5% |
| YTD | -7.2% | -8.0% | +0.8% | -7.0% |
| All | 0.0% | -28.7% | +28.7% | +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