-76.0%
PCG vs CI
+146.2%
-222.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +1.9% | +2.1% |
| 7D | +2.2% | +1.2% | +1.0% | +1.8% |
| 30D | +0.8% | +2.6% | -1.8% | -0.2% |
| 3M | -23.8% | +7.4% | -31.2% | -25.7% |
| 6M | -19.6% | -0.1% | -19.5% | -20.0% |
| YTD | -16.7% | +9.7% | -26.5% | -20.0% |
| 1Y | -19.4% | +12.1% | -31.5% | -23.3% |
| 3Y | -18.3% | +7.0% | -25.3% | -24.1% |
| 5Y | +10.4% | +49.7% | -39.3% | -12.3% |
| All | -76.0% | +146.2% | -222.2% | -82.8% |
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