-57.9%
PCG vs CAPR
-99.1%
+41.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.9% |
| 6M | -18.4% | -73.9% | +55.5% | -18.3% |
| YTD | -16.9% | -70.2% | +53.3% | -16.8% |
| 1Y | -17.6% | +38.3% | -55.9% | -18.3% |
| 3Y | -20.0% | +199.7% | -219.6% | -20.9% |
| 5Y | +16.0% | +130.6% | -114.5% | +14.6% |
| 10Y | -76.7% | -68.5% | -8.2% | -77.1% |
| All | -57.9% | -99.1% | +41.2% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling