+248.5%
ALAB vs PCG
-16.7%
+265.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -7.5% | -0.5% | -7.0% | -7.5% |
| 30D | -36.8% | +0.8% | -37.6% | -36.8% |
| 3M | -31.9% | -22.0% | -9.8% | -31.7% |
| 6M | +8.2% | -17.1% | +25.3% | +7.7% |
| YTD | +29.9% | -16.9% | +46.8% | +28.4% |
| 1Y | +24.4% | -19.1% | +43.5% | +24.1% |
| All | +248.5% | -16.7% | +265.2% | +351.4% |
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