+9.3%
PCG vs CG
-23.0%
+32.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +2.0% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +0.8% | +11.2% | -10.4% | -1.3% |
| 3M | -23.8% | -22.1% | -1.7% | -20.5% |
| 6M | -19.6% | -17.9% | -1.7% | -17.1% |
| YTD | -16.7% | -31.3% | +14.6% | -11.6% |
| 1Y | -19.4% | -24.0% | +4.6% | -16.4% |
| 3Y | -18.3% | +45.0% | -63.3% | -29.8% |
| All | +9.3% | -23.0% | +32.4% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling