+105.7%
PCG vs COO
+5,988.7%
-5,883.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | -13.9% | -2.2% | -11.6% | -13.7% |
| 30D | -16.9% | -7.0% | -9.8% | -16.5% |
| 3M | -14.7% | +12.2% | -26.9% | -15.4% |
| 6M | -23.8% | -15.1% | -8.7% | -23.1% |
| YTD | -10.5% | -15.1% | +4.6% | -9.7% |
| 1Y | -5.1% | +2.3% | -7.4% | -5.4% |
| 3Y | -11.6% | -23.7% | +12.1% | -10.5% |
| 5Y | +59.0% | -38.9% | +97.9% | +62.4% |
| 10Y | -75.7% | +49.9% | -125.7% | -76.1% |
| All | +105.7% | +5,988.7% | -5,883.0% | +84.1% |
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