+94.9%
AAPL vs PCG
-18.9%
+113.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.2% |
| 7D | +3.7% | -1.1% | +4.7% | +3.8% |
| 30D | +4.2% | +0.1% | +4.1% | +4.2% |
| 3M | +12.0% | -24.4% | +36.5% | +16.1% |
| 6M | +19.8% | -17.7% | +37.4% | +22.1% |
| YTD | +29.3% | -17.4% | +46.8% | +31.3% |
| 1Y | +31.1% | -19.4% | +50.5% | +33.7% |
| 3Y | +94.9% | -18.6% | +113.4% | +97.6% |
| All | +94.9% | -18.9% | +113.8% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling