-76.0%
PCG vs A
+246.7%
-322.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -13.9% | -1.9% | -11.9% | -13.4% |
| 30D | -16.9% | +6.9% | -23.8% | -18.8% |
| 3M | -14.7% | +9.2% | -24.0% | -17.5% |
| 6M | -23.8% | +25.7% | -49.5% | -30.3% |
| YTD | -10.5% | +11.5% | -22.0% | -14.9% |
| 1Y | -5.1% | +18.4% | -23.5% | -12.0% |
| 3Y | -11.6% | +26.6% | -38.2% | -22.9% |
| 5Y | +59.0% | -12.8% | +71.8% | +58.5% |
| All | -76.0% | +246.7% | -322.6% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling