+53.5%
ALAB vs PCG
-19.5%
+73.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.2% |
| 7D | +16.3% | +2.2% | +14.2% | +16.8% |
| 30D | -26.1% | +0.8% | -26.9% | -26.1% |
| 3M | -31.3% | -23.8% | -7.5% | -35.9% |
| 6M | -1.0% | -19.6% | +18.6% | -5.4% |
| YTD | +33.3% | -16.7% | +50.1% | +37.4% |
| 1Y | +53.5% | -19.4% | +72.9% | +58.7% |
| All | +53.5% | -19.5% | +73.1% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling