-21.8%
PCG vs CPAY
+57.5%
-79.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -2.0% | +2.0% | -4.0% | -1.9% |
| 30D | -2.7% | +14.3% | -17.0% | -2.4% |
| 3M | -25.1% | +11.3% | -36.4% | -24.8% |
| 6M | -22.3% | +34.8% | -57.1% | -21.9% |
| YTD | -18.5% | +51.5% | -70.0% | -18.0% |
| 1Y | -21.8% | +59.0% | -80.9% | -21.7% |
| All | -21.8% | +57.5% | -79.4% | -21.7% |
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