-23.8%
PCG vs CF
+27.0%
-50.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.7% | +2.2% |
| 7D | -13.9% | +6.0% | -19.9% | -13.5% |
| 30D | -16.9% | +14.8% | -31.7% | -16.3% |
| 3M | -14.7% | +14.1% | -28.8% | -14.2% |
| 6M | -23.8% | +28.5% | -52.4% | -22.1% |
| All | -23.8% | +27.0% | -50.8% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling