-28.7%
PCG vs CTVA
+197.0%
-225.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.7% |
| 7D | -1.1% | +1.6% | -2.6% | -1.6% |
| 30D | +0.1% | -8.5% | +8.6% | +3.1% |
| 3M | -24.4% | +5.3% | -29.7% | -26.8% |
| 6M | -17.7% | -0.1% | -17.6% | -19.1% |
| YTD | -17.4% | +21.2% | -38.6% | -25.0% |
| 1Y | -19.4% | +27.0% | -46.4% | -28.1% |
| 3Y | -18.6% | +87.2% | -105.8% | -41.2% |
| 5Y | +10.2% | +77.9% | -67.7% | -20.7% |
| All | -28.7% | +197.0% | -225.7% | -64.0% |
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