+91.1%
PCG vs COO
+5,456.7%
-5,365.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | 0.0% | +5.3% | -5.3% | -0.3% |
| 30D | +5.8% | +12.5% | -6.7% | +5.0% |
| 3M | -22.8% | -15.1% | -7.6% | -22.1% |
| 6M | -18.4% | +3.7% | -22.1% | -18.7% |
| YTD | -16.9% | -22.5% | +5.7% | -15.7% |
| 1Y | -17.6% | -7.8% | -9.8% | -17.4% |
| 3Y | -20.0% | -24.1% | +4.1% | -19.0% |
| 5Y | +16.0% | -40.1% | +56.1% | +18.6% |
| 10Y | -76.7% | +44.7% | -121.4% | -77.0% |
| All | +91.1% | +5,456.7% | -5,365.6% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling