-77.6%
PCG vs CI
+166.5%
-244.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.1% |
| 7D | -1.6% | -1.6% | 0.0% | -1.1% |
| 30D | +1.4% | +5.4% | -4.0% | -0.5% |
| 3M | -23.4% | +7.3% | -30.6% | -25.3% |
| 6M | -19.4% | +5.3% | -24.7% | -21.1% |
| YTD | -18.5% | +8.5% | -27.0% | -21.4% |
| 1Y | -19.5% | +17.1% | -36.6% | -24.5% |
| 3Y | -21.0% | +1.4% | -22.4% | -25.0% |
| 5Y | +13.7% | +50.5% | -36.7% | -9.7% |
| All | -77.6% | +166.5% | -244.1% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling