-76.0%
PCG vs CP
+257.3%
-333.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.4% |
| 7D | +2.2% | +2.1% | 0.0% | +1.1% |
| 30D | +0.8% | +9.3% | -8.6% | -3.7% |
| 3M | -23.8% | +0.5% | -24.3% | -24.2% |
| 6M | -19.6% | +10.4% | -30.0% | -23.9% |
| YTD | -16.7% | +28.7% | -45.4% | -27.3% |
| 1Y | -19.4% | +33.2% | -52.6% | -30.9% |
| 3Y | -18.3% | +38.4% | -56.7% | -33.4% |
| 5Y | +10.4% | +26.2% | -15.8% | -8.0% |
| All | -76.0% | +257.3% | -333.3% | -86.2% |
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