-21.8%
PCG vs CSGP
+3,520.0%
-3,541.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.4% |
| 7D | +1.9% | +18.3% | -16.4% | -0.1% |
| 30D | +8.5% | +17.8% | -9.3% | +6.0% |
| 3M | -22.9% | +9.3% | -32.1% | -24.1% |
| 6M | -16.8% | -7.9% | -8.8% | -16.7% |
| YTD | -15.8% | -51.5% | +35.8% | -9.6% |
| 1Y | -16.0% | -53.3% | +37.3% | -9.5% |
| 3Y | -18.9% | -57.9% | +38.9% | -12.2% |
| 5Y | +17.4% | -61.3% | +78.7% | +27.1% |
| 10Y | -76.4% | +77.5% | -153.9% | -77.8% |
| All | -21.8% | +3,520.0% | -3,541.8% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling