-19.4%
PCG vs CF
+56.6%
-76.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.4% | -1.1% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +5.8% | +2.2% | +3.6% | +5.9% |
| 3M | -22.8% | +2.1% | -24.9% | -22.9% |
| 6M | -18.4% | -6.5% | -11.9% | -18.5% |
| YTD | -16.9% | +55.6% | -72.4% | -17.6% |
| 1Y | -17.6% | +42.3% | -59.9% | -18.4% |
| All | -19.4% | +56.6% | -76.0% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3y: compounded portfolio wealth divided by compounded CF 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…
3y analysis · Full analysis span regression · 6 months rolling