+9.3%
PCG vs CB
+107.6%
-98.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | +2.2% | +2.9% | -0.8% | +0.9% |
| 30D | +0.8% | +7.3% | -6.5% | -2.2% |
| 3M | -23.8% | +9.4% | -33.2% | -26.7% |
| 6M | -19.6% | +19.6% | -39.3% | -26.0% |
| YTD | -16.7% | +21.5% | -38.2% | -24.0% |
| 1Y | -19.4% | +28.0% | -47.4% | -28.2% |
| 3Y | -18.3% | +74.9% | -93.2% | -38.0% |
| All | +9.3% | +107.6% | -98.2% | -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 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