+113.2%
PCG vs CGNX
+12,469.7%
-12,356.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.7% | +3.6% |
| 7D | +5.4% | +3.6% | +1.8% | +5.1% |
| 30D | -15.1% | -6.8% | -8.3% | -14.7% |
| 3M | -9.8% | -0.1% | -9.7% | -10.1% |
| 6M | -18.0% | +26.2% | -44.2% | -20.0% |
| YTD | -7.2% | +73.7% | -80.9% | -12.3% |
| 1Y | +2.9% | +40.4% | -37.5% | -1.3% |
| 3Y | -11.1% | +46.1% | -57.2% | -16.0% |
| 5Y | +61.8% | -25.6% | +87.4% | +59.7% |
| 10Y | -75.2% | +171.3% | -246.5% | -77.8% |
| All | +113.2% | +12,469.7% | -12,356.5% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling