+9.3%
PCG vs COO
-40.4%
+49.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.9% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +0.8% | +14.2% | -13.4% | -3.3% |
| 3M | -23.8% | -18.2% | -5.6% | -19.4% |
| 6M | -19.6% | +5.3% | -25.0% | -21.8% |
| YTD | -16.7% | -23.6% | +6.8% | -10.4% |
| 1Y | -19.4% | -12.7% | -6.7% | -17.1% |
| 3Y | -18.3% | -24.2% | +5.9% | -14.4% |
| All | +9.3% | -40.4% | +49.7% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling