-76.5%
PCG vs CG
+274.5%
-351.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.1% |
| 7D | -2.0% | -1.5% | -0.5% | -1.7% |
| 30D | -2.7% | +5.7% | -8.4% | -4.3% |
| 3M | -25.1% | -17.9% | -7.2% | -21.6% |
| 6M | -22.3% | -20.2% | -2.1% | -18.4% |
| YTD | -18.5% | -32.0% | +13.5% | -11.5% |
| 1Y | -21.8% | -27.0% | +5.2% | -17.0% |
| 3Y | -21.0% | +42.8% | -63.8% | -34.7% |
| 5Y | +8.1% | -23.4% | +31.5% | +5.6% |
| All | -76.5% | +274.5% | -351.0% | -83.5% |
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