-76.4%
PCG vs COO
+40.2%
-116.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.2% | -2.3% | +0.1% | -1.3% |
| 30D | -0.5% | +13.3% | -13.7% | -5.7% |
| 3M | -24.0% | -18.1% | -5.9% | -18.1% |
| 6M | -18.6% | +6.7% | -25.3% | -22.2% |
| YTD | -17.7% | -23.2% | +5.5% | -9.5% |
| 1Y | -20.0% | -12.3% | -7.7% | -17.3% |
| 3Y | -20.2% | -23.6% | +3.3% | -16.0% |
| 5Y | +8.4% | -38.7% | +47.1% | +24.4% |
| 10Y | -76.4% | +42.2% | -118.6% | -80.5% |
| All | -76.4% | +40.2% | -116.6% | -80.5% |
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