-77.6%
PCG vs CP
+253.8%
-331.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.1% |
| 7D | -1.6% | +2.8% | -4.4% | -2.9% |
| 30D | +1.4% | +10.2% | -8.8% | -3.4% |
| 3M | -23.4% | +2.4% | -25.7% | -24.5% |
| 6M | -19.4% | +7.7% | -27.0% | -22.7% |
| YTD | -18.5% | +26.0% | -44.5% | -28.1% |
| 1Y | -19.5% | +34.6% | -54.2% | -31.4% |
| 3Y | -21.0% | +26.7% | -47.7% | -32.5% |
| 5Y | +13.7% | +24.9% | -11.2% | -4.8% |
| All | -77.6% | +253.8% | -331.4% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling