-76.4%
PCG vs A
+308.8%
-385.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -0.5% | +3.3% | -3.7% | -1.6% |
| 3M | -24.0% | +18.5% | -42.5% | -28.4% |
| 6M | -18.6% | +59.3% | -77.9% | -31.2% |
| YTD | -17.7% | +31.0% | -48.7% | -25.9% |
| 1Y | -20.0% | +19.3% | -39.3% | -25.7% |
| 3Y | -20.2% | +66.8% | -87.1% | -37.1% |
| 5Y | +8.4% | +15.5% | -7.1% | -3.1% |
| 10Y | -76.4% | +312.3% | -388.7% | -87.0% |
| All | -76.4% | +308.8% | -385.2% | -87.0% |
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