-76.4%
PCG vs CB
+248.4%
-324.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -2.2% | -1.0% | -1.2% | -1.7% |
| 30D | -0.5% | +7.3% | -7.8% | -4.3% |
| 3M | -24.0% | +7.0% | -31.0% | -26.8% |
| 6M | -18.6% | +16.3% | -35.0% | -25.7% |
| YTD | -17.7% | +19.7% | -37.4% | -26.2% |
| 1Y | -20.0% | +27.8% | -47.8% | -30.9% |
| 3Y | -20.2% | +72.0% | -92.3% | -42.9% |
| 5Y | +8.4% | +104.9% | -96.5% | -31.3% |
| 10Y | -76.4% | +246.7% | -323.1% | -88.4% |
| All | -76.4% | +248.4% | -324.8% | -88.4% |
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