+21.4%
PCG vs CNC
+5,537.6%
-5,516.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +2.6% |
| 7D | -13.9% | +3.5% | -17.4% | -14.3% |
| 30D | -16.9% | +0.1% | -16.9% | -16.9% |
| 3M | -14.7% | +6.9% | -21.7% | -15.7% |
| 6M | -23.8% | +49.0% | -72.8% | -28.6% |
| YTD | -10.5% | +62.9% | -73.4% | -17.4% |
| 1Y | -5.1% | +134.0% | -139.1% | -17.3% |
| 3Y | -11.6% | +9.4% | -21.0% | -16.7% |
| 5Y | +59.0% | +4.1% | +54.9% | +49.8% |
| 10Y | -75.7% | +95.4% | -171.1% | -79.0% |
| All | +21.4% | +5,537.6% | -5,516.1% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling