+8.1%
PCG vs A
+12.3%
-4.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -2.7% | +0.8% | -3.5% | -2.9% |
| 3M | -25.1% | +16.9% | -41.9% | -27.7% |
| 6M | -22.3% | +53.8% | -76.1% | -29.9% |
| YTD | -18.5% | +28.1% | -46.6% | -23.3% |
| 1Y | -21.8% | +15.0% | -36.9% | -24.5% |
| 3Y | -21.0% | +63.1% | -84.1% | -32.6% |
| 5Y | +8.1% | +11.5% | -3.4% | -0.6% |
| All | +8.1% | +12.3% | -4.2% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling