-10.5%
PCG vs COMP
+215.9%
-226.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | -13.9% | +1.4% | -15.2% | -13.9% |
| 30D | -16.9% | -13.3% | -3.5% | -16.3% |
| 3M | -14.7% | +41.1% | -55.9% | -16.5% |
| 6M | -23.8% | +17.2% | -41.0% | -25.0% |
| YTD | -10.5% | +5.2% | -15.7% | -11.6% |
| 1Y | -5.1% | +18.9% | -24.0% | -7.5% |
| All | -10.5% | +215.9% | -226.4% | -23.9% |
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