-1.1%
PCG vs CB
+7,167.0%
-7,168.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | 0.0% | +2.6% | -2.6% | -0.7% |
| 30D | +5.8% | +11.2% | -5.4% | +2.7% |
| 3M | -22.8% | +5.7% | -28.5% | -24.0% |
| 6M | -18.4% | +15.9% | -34.3% | -21.9% |
| YTD | -16.9% | +20.2% | -37.0% | -21.2% |
| 1Y | -17.6% | +32.4% | -50.0% | -24.1% |
| 3Y | -20.0% | +75.5% | -95.5% | -32.0% |
| 5Y | +16.0% | +105.5% | -89.5% | -5.9% |
| 10Y | -76.7% | +258.5% | -335.2% | -83.6% |
| All | -1.1% | +7,167.0% | -7,168.0% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling