-21.0%
PCG vs CAPR
+214.7%
-235.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.6% | -2.0% |
| 7D | -1.6% | +41.1% | -42.7% | -1.7% |
| 30D | +1.4% | +11.1% | -9.7% | +1.4% |
| 3M | -23.4% | +115.3% | -138.7% | -23.6% |
| 6M | -19.4% | -73.8% | +54.4% | -19.4% |
| YTD | -18.5% | -68.8% | +50.3% | -18.5% |
| 1Y | -19.5% | +43.3% | -62.8% | -20.4% |
| 3Y | -21.0% | +214.7% | -235.7% | -29.4% |
| All | -21.0% | +214.7% | -235.7% | -29.4% |
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 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