-76.2%
PCG vs A
+311.0%
-387.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | -0.5% | +1.4% | -1.8% | -0.9% |
| 30D | +0.8% | +4.3% | -3.5% | -0.7% |
| 3M | -22.0% | +19.8% | -41.8% | -26.8% |
| 6M | -17.1% | +54.4% | -71.5% | -29.2% |
| YTD | -16.9% | +31.7% | -48.6% | -25.3% |
| 1Y | -19.1% | +22.4% | -41.5% | -25.5% |
| 3Y | -19.4% | +67.7% | -87.1% | -36.6% |
| 5Y | +9.0% | +15.7% | -6.7% | -2.6% |
| All | -76.2% | +311.0% | -387.1% | -86.9% |
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