+112.5%
NET vs PCG
+58.3%
+54.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.7% |
| 7D | -7.0% | -13.9% | +6.9% | -3.5% |
| 30D | -4.8% | -16.9% | +12.1% | -0.4% |
| 3M | +3.8% | -14.7% | +18.6% | +7.3% |
| 6M | +50.0% | -23.8% | +73.9% | +61.2% |
| YTD | +41.5% | -10.5% | +52.0% | +41.0% |
| 1Y | +32.8% | -5.1% | +37.9% | +27.9% |
| 3Y | +335.9% | -11.6% | +347.5% | +311.9% |
| All | +112.5% | +58.3% | +54.1% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling