-76.2%
PCG vs CAPR
-68.2%
-8.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.9% | +10.6% | +0.7% |
| 7D | -0.5% | +7.6% | -8.1% | -0.5% |
| 30D | +0.8% | +13.3% | -12.5% | +0.7% |
| 3M | -22.0% | +130.4% | -152.4% | -22.3% |
| 6M | -17.1% | -70.8% | +53.7% | -17.0% |
| YTD | -16.9% | -69.3% | +52.4% | -16.8% |
| 1Y | -19.1% | +59.5% | -78.6% | -20.0% |
| 3Y | -19.4% | +216.8% | -236.2% | -20.8% |
| 5Y | +9.0% | +152.7% | -143.7% | +7.1% |
| 10Y | -76.2% | -68.2% | -8.0% | -77.2% |
| All | -76.2% | -68.2% | -8.0% | -77.2% |
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