-76.0%
PCG vs COO
+49.3%
-125.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.1% |
| 7D | -13.9% | -2.2% | -11.6% | -12.9% |
| 30D | -16.9% | -7.0% | -9.8% | -14.3% |
| 3M | -14.7% | +12.2% | -26.9% | -19.3% |
| 6M | -23.8% | -15.1% | -8.7% | -18.8% |
| YTD | -10.5% | -15.1% | +4.6% | -4.7% |
| 1Y | -5.1% | +2.3% | -7.4% | -7.6% |
| 3Y | -11.6% | -23.7% | +12.1% | -5.2% |
| 5Y | +59.0% | -38.9% | +97.9% | +86.8% |
| All | -76.0% | +49.3% | -125.3% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling