+105.7%
PCG vs CP
+7,669.4%
-7,563.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -13.9% | -2.7% | -11.2% | -13.2% |
| 30D | -16.9% | +0.2% | -17.0% | -16.9% |
| 3M | -14.7% | +2.6% | -17.3% | -15.4% |
| 6M | -23.8% | +6.0% | -29.8% | -25.2% |
| YTD | -10.5% | +24.9% | -35.4% | -15.8% |
| 1Y | -5.1% | +20.1% | -25.2% | -9.9% |
| 3Y | -11.6% | +16.4% | -28.0% | -16.1% |
| 5Y | +59.0% | +31.7% | +27.3% | +45.3% |
| 10Y | -75.7% | +223.9% | -299.6% | -82.0% |
| All | +105.7% | +7,669.4% | -7,563.7% | -22.3% |
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