-19.6%
PCG vs CAPR
+64.2%
-83.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.4% | -8.1% | +1.3% |
| 7D | -1.1% | +36.0% | -37.1% | -1.0% |
| 30D | +0.1% | +25.8% | -25.7% | +0.1% |
| 3M | -24.4% | +140.8% | -165.3% | -24.3% |
| 6M | -17.7% | -67.6% | +49.9% | -17.8% |
| YTD | -17.4% | -65.9% | +48.4% | -17.5% |
| All | -19.6% | +64.2% | -83.8% | -19.5% |
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