+14.1%
PCG vs CF
+120.6%
-106.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -1.6% | -3.2% | +1.6% | -1.5% |
| 30D | +1.4% | +4.3% | -2.9% | +1.2% |
| 3M | -23.4% | +2.8% | -26.2% | -23.7% |
| 6M | -19.4% | +0.6% | -20.0% | -19.6% |
| YTD | -18.5% | +56.6% | -75.1% | -21.5% |
| 1Y | -19.5% | +49.6% | -69.2% | -22.3% |
| 3Y | -21.0% | +61.5% | -82.5% | -25.3% |
| All | +14.1% | +120.6% | -106.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling