-19.5%
PCG vs COMP
+16.2%
-35.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.7% | -12.7% | -1.9% |
| 7D | -1.6% | +13.4% | -15.0% | -1.5% |
| 30D | +1.4% | +11.1% | -9.7% | +1.4% |
| 3M | -23.4% | -18.8% | -4.6% | -23.6% |
| 6M | -19.4% | +10.5% | -29.9% | -18.8% |
| YTD | -18.5% | -3.4% | -15.1% | -19.9% |
| 1Y | -19.5% | +19.7% | -39.2% | -22.4% |
| All | -19.5% | +16.2% | -35.7% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling