-76.0%
PCG vs CSGP
+45.2%
-121.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.9% | +3.1% |
| 7D | -13.9% | -4.1% | -9.8% | -12.9% |
| 30D | -16.9% | +2.3% | -19.2% | -17.7% |
| 3M | -14.7% | -8.2% | -6.6% | -13.5% |
| 6M | -23.8% | -35.1% | +11.2% | -15.5% |
| YTD | -10.5% | -54.0% | +43.5% | +8.4% |
| 1Y | -5.1% | -65.3% | +60.2% | +24.8% |
| 3Y | -11.6% | -62.6% | +51.0% | +10.9% |
| 5Y | +59.0% | -64.8% | +123.8% | +97.1% |
| All | -76.0% | +45.2% | -121.2% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling