+16.0%
PCG vs CB
+107.2%
-91.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | 0.0% | +2.6% | -2.6% | -1.1% |
| 30D | +5.8% | +11.2% | -5.4% | +1.2% |
| 3M | -22.8% | +5.7% | -28.5% | -24.6% |
| 6M | -18.4% | +15.9% | -34.3% | -23.9% |
| YTD | -16.9% | +20.2% | -37.0% | -23.8% |
| 1Y | -17.6% | +32.4% | -50.0% | -27.8% |
| 3Y | -20.0% | +75.5% | -95.5% | -39.6% |
| 5Y | +16.0% | +105.5% | -89.5% | -20.1% |
| All | +16.0% | +107.2% | -91.2% | -20.1% |
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