+6.6%
PCG vs CAI
-8.1%
+14.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.3% |
| 3M | -9.8% | +53.8% | -63.6% | -11.3% |
| 6M | -18.0% | +33.5% | -51.5% | -19.1% |
| YTD | -7.2% | -8.0% | +0.8% | -6.7% |
| 1Y | +2.9% | -28.7% | +31.6% | +5.8% |
| All | +6.6% | -8.1% | +14.7% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling