-59.8%
PCG vs CPAY
+1,565.5%
-1,625.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | -13.9% | +2.1% | -15.9% | -14.2% |
| 30D | -16.9% | +5.5% | -22.4% | -17.9% |
| 3M | -14.7% | +16.6% | -31.3% | -17.7% |
| 6M | -23.8% | +26.7% | -50.5% | -28.2% |
| YTD | -10.5% | +38.4% | -48.9% | -17.7% |
| 1Y | -5.1% | +30.1% | -35.3% | -11.8% |
| 3Y | -11.6% | +52.6% | -64.2% | -22.0% |
| 5Y | +59.0% | +59.0% | 0.0% | +36.7% |
| 10Y | -75.7% | +148.4% | -224.1% | -80.8% |
| All | -59.8% | +1,565.5% | -1,625.2% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling