+54.2%
PCG vs CPAY
+54.3%
-0.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.0% | -4.2% |
| 7D | +6.5% | -2.5% | +8.9% | +7.1% |
| 30D | -16.7% | +1.3% | -18.0% | -17.0% |
| 3M | -14.2% | +13.5% | -27.6% | -17.0% |
| 6M | -21.5% | +24.7% | -46.2% | -26.2% |
| YTD | -11.2% | +34.9% | -46.1% | -19.2% |
| 1Y | -4.2% | +29.7% | -33.9% | -12.1% |
| 3Y | -14.9% | +49.4% | -64.3% | -27.3% |
| 5Y | +54.2% | +53.5% | +0.8% | +24.8% |
| All | +54.2% | +54.3% | -0.1% | +24.8% |
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