+1,381.0%
NET vs PCG
+24.3%
+1,356.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -16.4% | +1.9% | -18.3% | -16.5% |
| 30D | -25.8% | +8.5% | -34.3% | -26.5% |
| 3M | -11.5% | -22.9% | +11.4% | -9.5% |
| 6M | +18.9% | -16.8% | +35.7% | +20.4% |
| YTD | +35.2% | -15.8% | +51.0% | +36.3% |
| 1Y | +14.5% | -16.0% | +30.5% | +15.4% |
| 3Y | +313.8% | -18.9% | +332.8% | +316.4% |
| 5Y | +32.6% | +17.4% | +15.2% | +28.3% |
| All | +1,381.0% | +24.3% | +1,356.7% | +1,344.7% |
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