-21.0%
PCG vs CTVA
+63.2%
-84.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -1.6% | +2.2% | -3.8% | -1.8% |
| 30D | +1.4% | -17.6% | +19.1% | +3.5% |
| 3M | -23.4% | +3.4% | -26.8% | -24.1% |
| 6M | -19.4% | -2.6% | -16.8% | -19.6% |
| YTD | -18.5% | +19.1% | -37.6% | -20.6% |
| 1Y | -19.5% | +26.8% | -46.3% | -22.2% |
| 3Y | -21.0% | +63.9% | -84.9% | -26.6% |
| All | -21.0% | +63.2% | -84.2% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling