-76.0%
PCG vs CB
+218.6%
-294.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.5% |
| 7D | -13.9% | +0.5% | -14.3% | -14.0% |
| 30D | -16.9% | -3.1% | -13.8% | -15.4% |
| 3M | -14.7% | +9.0% | -23.7% | -19.1% |
| 6M | -23.8% | +2.9% | -26.7% | -25.5% |
| YTD | -10.5% | +10.1% | -20.6% | -15.8% |
| 1Y | -5.1% | +22.8% | -27.9% | -16.2% |
| 3Y | -11.6% | +73.8% | -85.4% | -37.2% |
| 5Y | +59.0% | +99.2% | -40.2% | +2.3% |
| All | -76.0% | +218.6% | -294.6% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling