-22.7%
PCG vs CTVA
+223.3%
-246.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.8% |
| 7D | -13.9% | +4.9% | -18.8% | -15.5% |
| 30D | -16.9% | +11.9% | -28.8% | -20.5% |
| 3M | -14.7% | +13.7% | -28.4% | -19.3% |
| 6M | -23.8% | +13.1% | -37.0% | -28.0% |
| YTD | -10.5% | +32.0% | -42.5% | -20.5% |
| 1Y | -5.1% | +22.1% | -27.2% | -13.6% |
| 3Y | -11.6% | +77.5% | -89.1% | -33.6% |
| 5Y | +59.0% | +106.3% | -47.3% | +8.1% |
| All | -22.7% | +223.3% | -246.0% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling