-11.1%
PCG vs CPAY
+49.5%
-60.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.9% | +4.0% |
| 7D | +5.4% | +0.6% | +4.9% | +5.3% |
| 30D | -15.1% | +3.6% | -18.7% | -15.7% |
| 3M | -9.8% | +16.6% | -26.4% | -12.3% |
| 6M | -18.0% | +29.5% | -47.5% | -22.1% |
| YTD | -7.2% | +35.3% | -42.5% | -13.5% |
| 1Y | +2.9% | +30.6% | -27.8% | -3.4% |
| 3Y | -11.1% | +49.7% | -60.8% | -21.1% |
| All | -11.1% | +49.5% | -60.6% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling