-19.2%
PCG vs CPAY
+100.9%
-120.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.2% | +10.4% | -12.6% | -3.7% |
| 30D | -0.5% | +16.2% | -16.6% | -2.7% |
| 3M | -24.0% | +13.7% | -37.7% | -25.5% |
| 6M | -18.6% | +35.2% | -53.9% | -22.7% |
| YTD | -17.7% | +53.5% | -71.2% | -24.5% |
| 1Y | -20.0% | +58.9% | -78.9% | -27.4% |
| All | -19.2% | +100.9% | -120.1% | -31.5% |
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