+14.1%
PCG vs CB
+101.1%
-87.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.2% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | +1.4% | +9.1% | -7.7% | -2.3% |
| 3M | -23.4% | +3.4% | -26.8% | -24.5% |
| 6M | -19.4% | +14.1% | -33.5% | -24.3% |
| YTD | -18.5% | +18.0% | -36.5% | -24.7% |
| 1Y | -19.5% | +30.1% | -49.7% | -29.0% |
| 3Y | -21.0% | +71.8% | -92.8% | -39.8% |
| All | +14.1% | +101.1% | -87.0% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling