-20.0%
PCG vs CG
-19.9%
-0.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -2.2% | -3.8% | +1.6% | -2.2% |
| 30D | -0.5% | +7.5% | -8.0% | -0.5% |
| 3M | -24.0% | -14.4% | -9.6% | -23.8% |
| 6M | -18.6% | -15.7% | -3.0% | -17.9% |
| YTD | -17.7% | -29.0% | +11.3% | -16.0% |
| 1Y | -20.0% | -22.1% | +2.1% | -20.3% |
| All | -20.0% | -19.9% | -0.1% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling