-11.1%
PCG vs CNC
-2.0%
-9.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.7% | +7.3% | +3.9% |
| 7D | +5.4% | -1.0% | +6.4% | +5.4% |
| 30D | -15.1% | -1.8% | -13.3% | -15.1% |
| 3M | -9.8% | -0.7% | -9.1% | -9.9% |
| 6M | -18.0% | +47.9% | -66.0% | -20.4% |
| YTD | -7.2% | +56.9% | -64.2% | -10.5% |
| 1Y | +2.9% | +123.9% | -121.1% | -3.6% |
| 3Y | -11.1% | -1.3% | -9.8% | -13.3% |
| All | -11.1% | -2.0% | -9.1% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling