-21.0%
PCG vs COO
-25.3%
+4.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -1.6% | +4.7% | -6.3% | -2.7% |
| 30D | +1.4% | +13.9% | -12.5% | -2.0% |
| 3M | -23.4% | -14.9% | -8.4% | -20.3% |
| 6M | -19.4% | +2.0% | -21.4% | -20.5% |
| YTD | -18.5% | -23.9% | +5.4% | -12.9% |
| 1Y | -19.5% | -9.6% | -9.9% | -18.2% |
| 3Y | -21.0% | -25.4% | +4.4% | -19.0% |
| All | -21.0% | -25.3% | +4.4% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling