-76.4%
PCG vs CP
+251.7%
-328.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.2% | -0.7% | -1.6% | -1.9% |
| 30D | -0.5% | +9.6% | -10.1% | -5.0% |
| 3M | -24.0% | +2.2% | -26.2% | -25.0% |
| 6M | -18.6% | +11.1% | -29.7% | -23.1% |
| YTD | -17.7% | +28.2% | -45.8% | -28.0% |
| 1Y | -20.0% | +32.2% | -52.2% | -31.2% |
| 3Y | -20.2% | +35.5% | -55.8% | -34.3% |
| 5Y | +8.4% | +26.8% | -18.4% | -10.0% |
| 10Y | -76.4% | +256.9% | -333.3% | -86.4% |
| All | -76.4% | +251.7% | -328.1% | -86.4% |
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