-7.1%
PCG vs CPAY
+31.3%
-38.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +0.5% | -2.7% | +3.2% | +0.6% |
| 30D | -18.9% | +0.6% | -19.5% | -18.9% |
| 3M | -15.8% | +17.0% | -32.9% | -16.3% |
| 6M | -22.6% | +24.1% | -46.7% | -23.1% |
| YTD | -12.2% | +35.7% | -47.9% | -14.3% |
| 1Y | -7.1% | +34.0% | -41.1% | -3.7% |
| All | -7.1% | +31.3% | -38.4% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling