-77.2%
PCG vs CSGP
+71.3%
-148.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.9% |
| 7D | 0.0% | +13.9% | -13.9% | -3.3% |
| 30D | +5.8% | +16.0% | -10.2% | +1.0% |
| 3M | -22.8% | +6.1% | -28.9% | -25.0% |
| 6M | -18.4% | -8.2% | -10.2% | -18.2% |
| YTD | -16.9% | -52.3% | +35.5% | -1.1% |
| 1Y | -17.6% | -54.5% | +36.9% | -0.9% |
| 3Y | -20.0% | -58.6% | +38.6% | -3.3% |
| 5Y | +16.0% | -61.5% | +77.5% | +39.1% |
| All | -77.2% | +71.3% | -148.5% | -78.9% |
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