+54.5%
PCG vs CB
+99.7%
-45.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.3% |
| 7D | -13.9% | +0.5% | -14.3% | -14.0% |
| 30D | -16.9% | -3.1% | -13.8% | -15.7% |
| 3M | -14.7% | +9.0% | -23.7% | -18.3% |
| 6M | -23.8% | +2.9% | -26.7% | -25.2% |
| YTD | -10.5% | +10.1% | -20.6% | -14.9% |
| 1Y | -5.1% | +22.8% | -27.9% | -14.3% |
| 3Y | -11.6% | +73.8% | -85.4% | -33.8% |
| All | +54.5% | +99.7% | -45.3% | +3.6% |
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