-20.0%
PCG vs CP
+37.0%
-57.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -2.0% | +0.9% | -2.9% | -2.2% |
| 30D | -2.7% | +10.3% | -13.0% | -5.7% |
| 3M | -25.1% | +2.3% | -27.3% | -25.7% |
| 6M | -22.3% | +10.7% | -33.0% | -25.0% |
| YTD | -18.5% | +29.3% | -47.8% | -25.3% |
| 1Y | -21.8% | +31.5% | -53.3% | -28.8% |
| All | -20.0% | +37.0% | -57.1% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling