-62.7%
PCG vs CG
+283.8%
-346.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.3% | +0.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.3% |
| 30D | +5.8% | +2.8% | +3.1% | +5.0% |
| 3M | -22.8% | -19.2% | -3.5% | -19.4% |
| 6M | -18.4% | -21.0% | +2.5% | -14.8% |
| YTD | -16.9% | -31.0% | +14.1% | -11.1% |
| 1Y | -17.6% | -21.1% | +3.5% | -14.8% |
| 3Y | -20.0% | +48.8% | -68.8% | -31.4% |
| 5Y | +16.0% | -21.5% | +37.6% | +12.6% |
| 10Y | -76.7% | +298.1% | -374.8% | -83.2% |
| All | -62.7% | +283.8% | -346.5% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling