-75.9%
PCG vs CPAY
+155.3%
-231.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +0.5% | -2.7% | +3.2% | +1.2% |
| 30D | -18.9% | +0.6% | -19.5% | -19.1% |
| 3M | -15.8% | +17.0% | -32.9% | -19.5% |
| 6M | -22.6% | +24.1% | -46.7% | -27.6% |
| YTD | -12.2% | +35.7% | -47.9% | -20.6% |
| 1Y | -7.1% | +34.0% | -41.1% | -16.0% |
| 3Y | -15.8% | +50.3% | -66.1% | -28.1% |
| 5Y | +53.3% | +56.7% | -3.3% | +26.3% |
| All | -75.9% | +155.3% | -231.2% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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