-19.9%
PCG vs CTVA
+216.1%
-236.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.9% | +4.5% |
| 7D | +5.4% | -2.1% | +7.5% | +6.1% |
| 30D | -15.1% | +12.0% | -27.2% | -18.9% |
| 3M | -9.8% | +13.5% | -23.3% | -14.7% |
| 6M | -18.0% | +12.1% | -30.1% | -22.3% |
| YTD | -7.2% | +29.0% | -36.3% | -16.9% |
| 1Y | +2.9% | +18.9% | -16.0% | -5.4% |
| 3Y | -11.1% | +78.9% | -90.0% | -33.6% |
| 5Y | +61.8% | +105.2% | -43.5% | +10.0% |
| All | -19.9% | +216.1% | -236.0% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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