-11.3%
PCG vs CGNX
+45.2%
-56.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -1.8% |
| 7D | -3.5% | +3.2% | -6.7% | -3.6% |
| 30D | -20.6% | +6.0% | -26.6% | -20.8% |
| 3M | -17.6% | +3.5% | -21.1% | -18.0% |
| 6M | -23.5% | +26.3% | -49.8% | -25.2% |
| YTD | -13.6% | +79.2% | -92.9% | -17.5% |
| 1Y | -11.3% | +43.8% | -55.1% | -14.3% |
| All | -11.3% | +45.2% | -56.5% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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