-41.8%
PCG vs CF
+5,277.9%
-5,319.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.4% | -2.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | +5.8% | +2.2% | +3.6% | +5.4% |
| 3M | -22.8% | +2.1% | -24.9% | -23.4% |
| 6M | -18.4% | -6.5% | -11.9% | -18.3% |
| YTD | -16.9% | +55.6% | -72.4% | -23.4% |
| 1Y | -17.6% | +42.3% | -59.9% | -23.2% |
| 3Y | -20.0% | +55.7% | -75.7% | -27.6% |
| 5Y | +16.0% | +122.4% | -106.4% | -3.4% |
| 10Y | -76.7% | +568.5% | -645.2% | -83.7% |
| All | -41.8% | +5,277.9% | -5,319.7% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling