-21.0%
PCG vs A
+64.2%
-85.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +1.4% | +3.4% | -1.9% | +0.9% |
| 3M | -23.4% | +23.8% | -47.2% | -25.8% |
| 6M | -19.4% | +49.0% | -68.4% | -24.5% |
| YTD | -18.5% | +29.4% | -47.9% | -21.7% |
| 1Y | -19.5% | +19.4% | -38.9% | -21.4% |
| 3Y | -21.0% | +66.2% | -87.2% | -30.5% |
| All | -21.0% | +64.2% | -85.2% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling