+105.7%
PCG vs CI
+7,591.2%
-7,485.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | -13.9% | +1.3% | -15.2% | -14.0% |
| 30D | -16.9% | +4.4% | -21.3% | -17.6% |
| 3M | -14.7% | +0.7% | -15.4% | -14.9% |
| 6M | -23.8% | +0.3% | -24.2% | -24.0% |
| YTD | -10.5% | +3.8% | -14.3% | -11.5% |
| 1Y | -5.1% | -5.5% | +0.4% | -4.9% |
| 3Y | -11.6% | +8.1% | -19.7% | -15.1% |
| 5Y | +59.0% | +42.8% | +16.2% | +43.2% |
| 10Y | -75.7% | +143.9% | -219.6% | -80.5% |
| All | +105.7% | +7,591.2% | -7,485.5% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling