+91.1%
PCG vs CP
+7,870.0%
-7,778.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | 0.0% | +6.1% | -6.1% | -1.5% |
| 30D | +5.8% | +9.8% | -3.9% | +3.2% |
| 3M | -22.8% | +2.7% | -25.5% | -23.4% |
| 6M | -18.4% | +12.8% | -31.2% | -21.1% |
| YTD | -16.9% | +28.2% | -45.0% | -22.4% |
| 1Y | -17.6% | +34.1% | -51.8% | -24.0% |
| 3Y | -20.0% | +28.9% | -48.8% | -26.1% |
| 5Y | +16.0% | +27.1% | -11.0% | +6.8% |
| 10Y | -76.7% | +264.8% | -341.5% | -83.2% |
| All | +91.1% | +7,870.0% | -7,778.9% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling