-76.7%
PCG vs A
+328.7%
-405.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.3% |
| 7D | -1.1% | +4.8% | -5.8% | -2.5% |
| 30D | +0.1% | +5.6% | -5.6% | -1.8% |
| 3M | -24.4% | +23.6% | -48.0% | -29.8% |
| 6M | -17.7% | +56.4% | -74.0% | -29.9% |
| YTD | -17.4% | +33.4% | -50.8% | -26.1% |
| 1Y | -19.4% | +23.7% | -43.1% | -26.0% |
| 3Y | -18.6% | +71.0% | -89.6% | -36.3% |
| 5Y | +10.2% | +16.8% | -6.6% | -1.7% |
| 10Y | -76.7% | +323.8% | -400.5% | -87.0% |
| All | -76.7% | +328.7% | -405.4% | -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