+9.3%
PCG vs CAPR
+172.3%
-162.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.9% | +9.1% | +2.2% |
| 7D | +2.2% | +5.9% | -3.7% | +2.1% |
| 30D | +0.8% | +44.6% | -43.9% | +0.5% |
| 3M | -23.8% | +126.4% | -150.2% | -24.3% |
| 6M | -19.6% | -68.6% | +49.0% | -19.6% |
| YTD | -16.7% | -67.0% | +50.2% | -16.7% |
| 1Y | -19.4% | +65.2% | -84.5% | -21.4% |
| 3Y | -18.3% | +235.6% | -253.9% | -26.9% |
| All | +9.3% | +172.3% | -162.9% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling