+8.4%
PCG vs CPAY
+88.9%
-80.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.2% | +10.4% | -12.6% | -4.5% |
| 30D | -0.5% | +16.2% | -16.6% | -3.9% |
| 3M | -24.0% | +13.7% | -37.7% | -26.4% |
| 6M | -18.6% | +35.2% | -53.9% | -24.7% |
| YTD | -17.7% | +53.5% | -71.2% | -27.4% |
| 1Y | -20.0% | +58.9% | -78.9% | -30.3% |
| 3Y | -20.2% | +99.8% | -120.0% | -37.7% |
| 5Y | +8.4% | +93.3% | -84.9% | -15.3% |
| All | +8.4% | +88.9% | -80.6% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling