-19.1%
PCG vs CAPR
+47.8%
-66.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.9% | +10.6% | +0.7% |
| 7D | -0.5% | +7.6% | -8.1% | -0.4% |
| 30D | +0.8% | +13.3% | -12.5% | +0.8% |
| 3M | -22.0% | +130.4% | -152.4% | -21.9% |
| 6M | -17.1% | -70.8% | +53.7% | -17.3% |
| YTD | -16.9% | -69.3% | +52.4% | -17.0% |
| 1Y | -19.1% | +59.5% | -78.6% | -18.9% |
| All | -19.1% | +47.8% | -66.9% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling