-63.4%
PCG vs CPAY
+1,724.0%
-1,787.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -2.0% | +2.0% | -4.0% | -2.4% |
| 30D | -2.7% | +14.3% | -17.0% | -5.5% |
| 3M | -25.1% | +11.3% | -36.4% | -26.9% |
| 6M | -22.3% | +34.8% | -57.1% | -27.5% |
| YTD | -18.5% | +51.5% | -70.0% | -26.6% |
| 1Y | -21.8% | +59.0% | -80.9% | -30.5% |
| 3Y | -21.0% | +97.2% | -118.3% | -34.2% |
| 5Y | +8.1% | +88.8% | -80.7% | -10.4% |
| 10Y | -76.6% | +217.3% | -294.0% | -82.1% |
| All | -63.4% | +1,724.0% | -1,787.4% | -77.9% |
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