-19.4%
PCG vs CAPR
+200.7%
-220.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.3% |
| 7D | 0.0% | +29.7% | -29.7% | -0.1% |
| 30D | +5.8% | +11.0% | -5.1% | +5.8% |
| 3M | -22.8% | +118.8% | -141.6% | -23.0% |
| 6M | -18.4% | -73.9% | +55.5% | -18.4% |
| YTD | -16.9% | -70.2% | +53.3% | -16.9% |
| 1Y | -17.6% | +38.3% | -55.9% | -18.5% |
| All | -19.4% | +200.7% | -220.1% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling