-75.3%
PCG vs CNC
+90.3%
-165.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.4% | -4.1% |
| 7D | +6.5% | -4.9% | +11.3% | +7.6% |
| 30D | -16.7% | -3.8% | -13.0% | -16.1% |
| 3M | -14.2% | -3.2% | -10.9% | -13.9% |
| 6M | -21.5% | +47.9% | -69.3% | -29.4% |
| YTD | -11.2% | +55.7% | -66.9% | -21.6% |
| 1Y | -4.2% | +106.2% | -110.5% | -22.0% |
| 3Y | -14.9% | -2.1% | -12.8% | -21.0% |
| 5Y | +54.2% | +3.4% | +50.9% | +36.4% |
| 10Y | -75.3% | +91.7% | -167.0% | -80.9% |
| All | -75.3% | +90.3% | -165.6% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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