+61.8%
PCG vs CNC
+1.4%
+60.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.7% | +7.3% | +4.0% |
| 7D | +5.4% | -1.0% | +6.4% | +5.5% |
| 30D | -15.1% | -1.8% | -13.3% | -15.0% |
| 3M | -9.8% | -0.7% | -9.1% | -9.9% |
| 6M | -18.0% | +47.9% | -66.0% | -22.4% |
| YTD | -7.2% | +56.9% | -64.2% | -13.1% |
| 1Y | +2.9% | +123.9% | -121.1% | -8.7% |
| 3Y | -11.1% | -1.3% | -9.8% | -14.4% |
| 5Y | +61.8% | +2.8% | +59.0% | +44.1% |
| All | +61.8% | +1.4% | +60.4% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling