-21.0%
PCG vs COMP
+353.8%
-374.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.7% | -12.7% | -2.5% |
| 7D | -1.6% | +13.4% | -15.0% | -2.3% |
| 30D | +1.4% | +11.1% | -9.7% | +0.7% |
| 3M | -23.4% | -18.8% | -4.6% | -22.7% |
| 6M | -19.4% | +10.5% | -29.9% | -20.2% |
| YTD | -18.5% | -3.4% | -15.1% | -19.3% |
| 1Y | -19.5% | +19.7% | -39.2% | -21.7% |
| 3Y | -21.0% | +381.6% | -402.6% | -35.3% |
| All | -21.0% | +353.8% | -374.8% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling