+54.5%
PCG vs CSGP
-64.7%
+119.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.9% | +2.9% |
| 7D | -13.9% | -4.1% | -9.8% | -13.1% |
| 30D | -16.9% | +2.3% | -19.2% | -17.5% |
| 3M | -14.7% | -8.2% | -6.6% | -13.7% |
| 6M | -23.8% | -35.1% | +11.2% | -17.4% |
| YTD | -10.5% | -54.0% | +43.5% | +4.4% |
| 1Y | -5.1% | -65.3% | +60.2% | +18.8% |
| 3Y | -11.6% | -62.6% | +51.0% | +6.3% |
| All | +54.5% | -64.7% | +119.2% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling