-5.1%
PCG vs A
+21.7%
-26.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | -13.9% | -1.9% | -11.9% | -13.8% |
| 30D | -16.9% | +6.9% | -23.8% | -17.3% |
| 3M | -14.7% | +9.2% | -24.0% | -15.4% |
| 6M | -23.8% | +25.7% | -49.5% | -25.2% |
| YTD | -10.5% | +11.5% | -22.0% | -10.2% |
| 1Y | -5.1% | +18.4% | -23.5% | -7.8% |
| All | -5.1% | +21.7% | -26.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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