+9.4%
PCG vs COO
-40.7%
+50.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -0.5% | +4.5% | -5.0% | -1.8% |
| 30D | +0.8% | +16.9% | -16.2% | -3.9% |
| 3M | -22.0% | -16.7% | -5.3% | -18.0% |
| 6M | -17.1% | +5.9% | -23.0% | -19.4% |
| YTD | -16.9% | -22.4% | +5.6% | -11.0% |
| 1Y | -19.1% | -10.1% | -9.0% | -17.5% |
| 3Y | -19.4% | -22.8% | +3.3% | -16.1% |
| All | +9.4% | -40.7% | +50.2% | +21.0% |
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 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