+14.1%
PCG vs CG
-22.2%
+36.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | +1.4% | +5.0% | -3.6% | +0.4% |
| 3M | -23.4% | -18.2% | -5.2% | -20.8% |
| 6M | -19.4% | -20.7% | +1.3% | -16.3% |
| YTD | -18.5% | -31.4% | +12.9% | -13.5% |
| 1Y | -19.5% | -22.3% | +2.7% | -16.9% |
| 3Y | -21.0% | +50.2% | -71.2% | -32.7% |
| All | +14.1% | -22.2% | +36.3% | +15.3% |
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