-76.4%
PCG vs CAPR
-59.1%
-17.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +26.5% | -27.5% | -1.1% |
| 7D | -2.2% | +25.8% | -28.0% | -2.3% |
| 30D | -0.5% | +50.2% | -50.7% | -0.6% |
| 3M | -24.0% | +185.5% | -209.5% | -24.3% |
| 6M | -18.6% | -64.8% | +46.2% | -18.6% |
| YTD | -17.7% | -61.1% | +43.5% | -17.7% |
| 1Y | -20.0% | +81.0% | -101.0% | -20.9% |
| 3Y | -20.2% | +300.7% | -321.0% | -21.7% |
| 5Y | +8.4% | +223.3% | -215.0% | +6.4% |
| 10Y | -76.4% | -58.8% | -17.6% | -77.4% |
| All | -76.4% | -59.1% | -17.3% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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