-19.1%
PCG vs CB
+30.5%
-49.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | +0.8% | +8.2% | -7.4% | -1.0% |
| 3M | -22.0% | +6.3% | -28.3% | -23.2% |
| 6M | -17.1% | +16.2% | -33.3% | -21.3% |
| YTD | -16.9% | +19.3% | -36.2% | -22.5% |
| 1Y | -19.1% | +29.2% | -48.3% | -24.9% |
| All | -19.1% | +30.5% | -49.6% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling