+16.0%
PCG vs CI
+54.1%
-38.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | 0.0% | +1.0% | -1.0% | -0.2% |
| 30D | +5.8% | +9.9% | -4.0% | +3.5% |
| 3M | -22.8% | +12.1% | -34.8% | -24.8% |
| 6M | -18.4% | +10.6% | -29.0% | -20.5% |
| YTD | -16.9% | +11.4% | -28.2% | -19.3% |
| 1Y | -17.6% | +18.8% | -36.4% | -21.3% |
| 3Y | -20.0% | +2.9% | -22.8% | -22.0% |
| 5Y | +16.0% | +54.5% | -38.5% | -4.8% |
| All | +16.0% | +54.1% | -38.1% | -4.8% |
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 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