+10.2%
PCG vs CI
+49.2%
-38.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +0.1% | +4.7% | -4.6% | -1.1% |
| 3M | -24.4% | +5.2% | -29.7% | -25.4% |
| 6M | -17.7% | +3.8% | -21.4% | -18.6% |
| YTD | -17.4% | +9.2% | -26.6% | -19.5% |
| 1Y | -19.4% | +14.3% | -33.6% | -22.3% |
| 3Y | -18.6% | +8.4% | -27.0% | -22.5% |
| 5Y | +10.2% | +50.0% | -39.8% | -10.1% |
| All | +10.2% | +49.2% | -38.9% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling