-16.0%
PCG vs CP
+35.2%
-51.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.1% |
| 7D | +1.9% | +5.6% | -3.7% | +0.4% |
| 30D | +8.5% | +10.0% | -1.5% | +5.5% |
| 3M | -22.9% | +4.4% | -27.3% | -23.8% |
| 6M | -16.8% | +14.1% | -30.8% | -20.4% |
| YTD | -15.8% | +29.1% | -44.8% | -23.0% |
| 1Y | -16.0% | +34.6% | -50.5% | -24.1% |
| All | -16.0% | +35.2% | -51.2% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling