-76.0%
PCG vs CG
+362.4%
-438.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.1% | +2.9% |
| 7D | -13.9% | -4.3% | -9.5% | -12.9% |
| 30D | -16.9% | -5.1% | -11.8% | -15.9% |
| 3M | -14.7% | +8.7% | -23.4% | -17.1% |
| 6M | -23.8% | -9.2% | -14.6% | -22.6% |
| YTD | -10.5% | -18.9% | +8.4% | -6.9% |
| 1Y | -5.1% | -25.6% | +20.5% | +0.7% |
| 3Y | -11.6% | +57.3% | -68.9% | -28.3% |
| 5Y | +59.0% | +10.2% | +48.9% | +39.0% |
| All | -76.0% | +362.4% | -438.4% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling