+1,210.4%
AAPL vs PCG
-75.0%
+1,285.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.4% |
| 7D | -2.7% | +5.4% | -8.1% | -3.1% |
| 30D | +1.0% | -15.1% | +16.1% | +2.0% |
| 3M | +5.0% | -9.8% | +14.8% | +5.5% |
| 6M | +23.0% | -18.0% | +41.1% | +24.4% |
| YTD | +16.6% | -7.2% | +23.9% | +16.9% |
| 1Y | +33.4% | +2.9% | +30.6% | +32.6% |
| 3Y | +79.9% | -11.1% | +91.0% | +80.1% |
| 5Y | +109.0% | +61.8% | +47.2% | +101.5% |
| 10Y | +1,210.4% | -75.2% | +1,285.6% | +1,309.7% |
| All | +1,210.4% | -75.0% | +1,285.4% | +1,309.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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